+96.1%
FDX vs LTH
+183.0%
-86.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.6% |
| 7D | +0.2% | +7.0% | -6.8% | -1.2% |
| 30D | +9.3% | +15.4% | -6.1% | +6.2% |
| 3M | +0.5% | +7.0% | -6.6% | -1.1% |
| 6M | +5.3% | +46.9% | -41.5% | -3.1% |
| YTD | +38.6% | +76.4% | -37.8% | +22.1% |
| 1Y | +53.5% | +83.7% | -30.2% | +34.1% |
| 3Y | +74.2% | +248.9% | -174.7% | +31.6% |
| 5Y | +75.3% | +141.8% | -66.6% | +28.3% |
| All | +96.1% | +183.0% | -86.9% | +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