+4.4%
FICO vs LTH
+152.2%
-147.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.3% | -17.0% | -16.8% |
| 7D | -19.2% | -0.6% | -18.5% | -19.1% |
| 30D | -14.6% | -4.6% | -10.0% | -13.7% |
| 3M | -20.1% | +32.8% | -52.9% | -25.3% |
| 6M | -36.3% | +64.6% | -100.9% | -44.2% |
| YTD | -44.9% | +62.6% | -107.5% | -51.6% |
| 1Y | -38.6% | +49.9% | -88.6% | -45.0% |
| All | +4.4% | +152.2% | -147.8% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling