+65.5%
FDX vs LTH
+268.4%
-202.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.5% |
| 7D | -1.6% | +4.5% | -6.1% | -2.5% |
| 30D | +6.6% | +16.3% | -9.7% | +3.3% |
| 3M | -2.1% | +8.4% | -10.4% | -3.8% |
| 6M | +2.2% | +40.3% | -38.1% | -5.4% |
| YTD | +33.9% | +77.3% | -43.3% | +16.9% |
| 1Y | +50.2% | +88.0% | -37.7% | +29.5% |
| 3Y | +65.5% | +274.3% | -208.7% | +26.0% |
| All | +65.5% | +268.4% | -202.9% | +26.0% |
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 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