+56.7%
FFIV vs LTH
+186.2%
-129.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | -0.4% |
| 7D | -4.2% | +6.4% | -10.6% | -5.4% |
| 30D | -33.9% | +16.7% | -50.6% | -35.9% |
| 3M | -22.6% | +11.7% | -34.3% | -24.4% |
| 6M | -10.4% | +48.5% | -58.9% | -17.8% |
| YTD | +24.3% | +78.4% | -54.1% | +8.9% |
| 1Y | +31.8% | +89.7% | -57.9% | +13.9% |
| 3Y | +99.5% | +245.6% | -146.1% | +50.8% |
| 5Y | +40.7% | +142.7% | -101.9% | +3.4% |
| All | +56.7% | +186.2% | -129.5% | +11.2% |
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