+1,046.7%
FIX vs LTH
+142.3%
+904.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.5% | +9.9% | +9.5% |
| 7D | -7.2% | +7.0% | -14.2% | -9.1% |
| 30D | -35.1% | +15.4% | -50.6% | -37.7% |
| 3M | -34.3% | +7.0% | -41.3% | -35.8% |
| 6M | -42.9% | +46.9% | -89.8% | -49.0% |
| YTD | +19.5% | +76.4% | -57.0% | +0.8% |
| 1Y | +16.8% | +83.7% | -67.0% | -2.6% |
| 3Y | +506.7% | +248.9% | +257.8% | +335.7% |
| 5Y | +1,046.7% | +141.8% | +904.9% | +734.3% |
| All | +1,046.7% | +142.3% | +904.4% | +734.3% |
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