+44.7%
FITB vs LTH
+142.9%
-98.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.6% | -0.4% |
| 7D | -1.5% | +4.5% | -6.0% | -2.7% |
| 30D | +5.8% | +16.3% | -10.5% | +1.6% |
| 3M | -6.1% | +8.4% | -14.5% | -8.3% |
| 6M | +5.9% | +40.3% | -34.3% | -3.6% |
| YTD | +16.1% | +77.3% | -61.2% | -1.4% |
| 1Y | +28.8% | +88.0% | -59.1% | +7.6% |
| 3Y | +126.0% | +274.3% | -148.2% | +52.9% |
| All | +44.7% | +142.9% | -98.2% | -0.9% |
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