+98.5%
FDX vs LTH
+186.8%
-88.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -2.1% | +0.3% | -2.3% | -2.1% |
| 30D | +10.4% | +17.7% | -7.3% | +6.8% |
| 3M | +0.5% | +8.5% | -8.0% | -1.3% |
| 6M | +6.5% | +46.9% | -40.5% | -2.0% |
| YTD | +40.2% | +78.8% | -38.5% | +23.2% |
| 1Y | +52.1% | +84.9% | -32.8% | +32.6% |
| 3Y | +72.8% | +246.4% | -173.5% | +30.7% |
| 5Y | +76.3% | +129.6% | -53.3% | +28.7% |
| All | +98.5% | +186.8% | -88.3% | +45.0% |
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