+48.0%
FITB vs LTH
+152.0%
-104.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.2% |
| 7D | -0.4% | -4.0% | +3.6% | +0.6% |
| 30D | -5.1% | -1.7% | -3.5% | -4.8% |
| 3M | +3.5% | +28.0% | -24.5% | -3.0% |
| 6M | +17.2% | +54.1% | -36.8% | +4.1% |
| YTD | +17.6% | +57.1% | -39.4% | +3.7% |
| 1Y | +23.4% | +45.8% | -22.4% | +10.6% |
| 3Y | +129.7% | +157.6% | -27.8% | +72.3% |
| All | +48.0% | +152.0% | -104.0% | +7.5% |
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 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