+46.3%
FE vs LTH
+142.9%
-96.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.3% |
| 7D | -1.0% | +4.5% | -5.5% | -1.3% |
| 30D | +4.1% | +16.3% | -12.2% | +3.1% |
| 3M | -1.0% | +8.4% | -9.4% | -1.6% |
| 6M | +4.0% | +40.3% | -36.3% | +1.7% |
| YTD | +6.8% | +77.3% | -70.4% | +2.7% |
| 1Y | +5.3% | +88.0% | -82.7% | +0.8% |
| 3Y | +44.6% | +274.3% | -229.7% | +29.9% |
| All | +46.3% | +142.9% | -96.6% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling