+16.3%
FIX vs LTH
+77.7%
-61.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.2% | +1.4% | -2.3% |
| 7D | +17.0% | -4.6% | +21.6% | +17.6% |
| 30D | -30.6% | +14.8% | -45.4% | -32.4% |
| 3M | -35.0% | +3.9% | -39.0% | -35.5% |
| 6M | -44.0% | +35.5% | -79.4% | -48.8% |
| YTD | +21.1% | +71.3% | -50.2% | +0.4% |
| 1Y | +16.3% | +75.7% | -59.4% | -5.0% |
| All | +16.3% | +77.7% | -61.4% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling