+446.2%
FLEX vs LTH
+120.9%
+325.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | +0.1% |
| 7D | +17.1% | -4.6% | +21.7% | +18.6% |
| 30D | -29.5% | +14.8% | -44.4% | -32.9% |
| 3M | -37.3% | +3.9% | -41.2% | -38.5% |
| 6M | -44.1% | +35.5% | -79.6% | -49.9% |
| YTD | +29.3% | +71.3% | -42.0% | +8.2% |
| 1Y | +24.2% | +75.7% | -51.5% | +3.0% |
| 3Y | +297.3% | +231.9% | +65.4% | +174.4% |
| 5Y | +446.2% | +130.5% | +315.7% | +277.2% |
| All | +446.2% | +120.9% | +325.3% | +277.2% |
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