+1,229.8%
FIX vs LTH
+184.4%
+1,045.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.3% | +6.8% | +5.8% |
| 7D | -17.5% | +4.5% | -21.9% | -18.6% |
| 30D | -41.6% | +16.3% | -57.9% | -44.0% |
| 3M | -40.6% | +8.4% | -49.0% | -42.1% |
| 6M | -49.4% | +40.3% | -89.6% | -54.1% |
| YTD | +9.2% | +77.3% | -68.1% | -7.6% |
| 1Y | +6.5% | +88.0% | -81.5% | -11.4% |
| 3Y | +448.7% | +274.3% | +174.5% | +291.1% |
| 5Y | +948.7% | +142.9% | +805.8% | +671.7% |
| All | +1,229.8% | +184.4% | +1,045.4% | +893.7% |
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