+73.3%
FICO vs LTH
+184.4%
-111.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | -0.9% | +4.5% | -5.4% | -2.2% |
| 30D | +3.3% | +16.3% | -13.0% | -1.2% |
| 3M | -31.7% | +8.4% | -40.1% | -33.7% |
| 6M | -34.0% | +40.3% | -74.2% | -40.4% |
| YTD | -58.3% | +77.3% | -135.6% | -65.1% |
| 1Y | -57.9% | +88.0% | -145.9% | -65.4% |
| 3Y | -24.1% | +274.3% | -298.3% | -49.8% |
| 5Y | +85.3% | +142.9% | -57.6% | +16.7% |
| All | +73.3% | +184.4% | -111.0% | +11.9% |
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