+96.5%
FDX vs LTH
+186.2%
-89.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | +0.5% | +6.4% | -5.9% | -0.8% |
| 30D | +9.5% | +16.7% | -7.2% | +6.1% |
| 3M | -1.3% | +11.7% | -13.0% | -3.7% |
| 6M | +5.5% | +48.5% | -43.0% | -3.1% |
| YTD | +38.9% | +78.4% | -39.5% | +22.0% |
| 1Y | +58.8% | +89.7% | -30.9% | +37.8% |
| 3Y | +71.1% | +245.6% | -174.5% | +29.5% |
| 5Y | +76.3% | +142.7% | -66.4% | +28.8% |
| All | +96.5% | +186.2% | -89.7% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LTH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling