-56.4%
FICO vs LTH
+84.0%
-140.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.3% | -9.6% | -4.1% |
| 7D | +0.4% | +9.9% | -9.4% | -1.1% |
| 30D | +1.7% | +18.3% | -16.6% | -1.4% |
| 3M | -33.0% | +5.9% | -39.0% | -33.4% |
| 6M | -33.9% | +80.3% | -114.2% | -41.6% |
| YTD | -58.5% | +78.3% | -136.8% | -63.0% |
| 1Y | -56.4% | +81.0% | -137.4% | -61.3% |
| All | -56.4% | +84.0% | -140.4% | -61.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling