+1,418.2%
FIX vs LTH
+186.8%
+1,231.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.2% | +4.8% | +5.0% |
| 7D | +6.4% | +0.3% | +6.2% | +6.3% |
| 30D | -29.1% | +17.7% | -46.8% | -32.2% |
| 3M | -31.1% | +8.5% | -39.6% | -32.9% |
| 6M | -42.8% | +46.9% | -89.7% | -48.8% |
| YTD | +24.6% | +78.8% | -54.1% | +5.2% |
| 1Y | +21.9% | +84.9% | -63.0% | +2.0% |
| 3Y | +524.9% | +246.4% | +278.6% | +352.8% |
| 5Y | +1,092.2% | +129.6% | +962.6% | +771.7% |
| All | +1,418.2% | +186.8% | +1,231.4% | +1,032.0% |
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