+86.1%
FICO vs LTH
+155.3%
-69.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | -0.3% | +5.3% | -5.5% | -1.8% |
| 30D | +1.7% | +18.3% | -16.5% | -3.4% |
| 3M | -35.2% | +5.4% | -40.6% | -36.6% |
| 6M | -33.7% | +62.5% | -96.2% | -43.0% |
| YTD | -58.2% | +79.6% | -137.8% | -65.3% |
| 1Y | -56.6% | +88.1% | -144.7% | -64.5% |
| 3Y | -24.0% | +272.5% | -296.4% | -50.5% |
| 5Y | +86.1% | +146.1% | -60.1% | +16.1% |
| All | +86.1% | +155.3% | -69.3% | +16.1% |
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