+71.1%
FDX vs LTH
+253.6%
-182.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +6.0% |
| 3M | -1.3% | +11.7% | -13.0% | -3.7% |
| 6M | +5.5% | +48.5% | -43.0% | -3.6% |
| YTD | +38.9% | +78.4% | -39.5% | +20.8% |
| 1Y | +58.8% | +89.7% | -30.9% | +36.2% |
| 3Y | +71.1% | +245.6% | -174.5% | +30.1% |
| All | +71.1% | +253.6% | -182.5% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling