+76.9%
FICO vs LTH
+142.9%
-65.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | 0.0% |
| 7D | -0.9% | +4.5% | -5.4% | -2.3% |
| 30D | +3.3% | +16.3% | -13.0% | -1.4% |
| 3M | -31.7% | +8.4% | -40.1% | -33.8% |
| 6M | -34.0% | +40.3% | -74.2% | -40.5% |
| YTD | -58.3% | +77.3% | -135.6% | -65.3% |
| 1Y | -57.9% | +88.0% | -145.9% | -65.6% |
| 3Y | -24.1% | +274.3% | -298.3% | -50.6% |
| All | +76.9% | +142.9% | -65.9% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling