-22.6%
FPS vs LTH
+60.0%
-82.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +6.3% | -23.6% | -17.6% |
| 7D | -23.3% | +9.9% | -33.2% | -23.9% |
| 30D | -42.4% | +18.3% | -60.7% | -43.6% |
| 3M | -43.0% | +5.9% | -49.0% | -43.1% |
| 6M | -44.5% | +80.3% | -124.8% | -54.1% |
| All | -22.6% | +60.0% | -82.6% | -31.7% |
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 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