-59.5%
FICO vs LTH
+90.2%
-149.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | +4.0% | +0.3% | +3.7% | +3.9% |
| 30D | -1.5% | +17.7% | -19.2% | -4.4% |
| 3M | -29.8% | +8.5% | -38.3% | -30.7% |
| 6M | -33.3% | +46.9% | -80.2% | -37.2% |
| YTD | -56.9% | +78.8% | -135.7% | -61.9% |
| 1Y | -59.5% | +84.9% | -144.4% | -64.8% |
| All | -59.5% | +90.2% | -149.6% | -64.8% |
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