-22.1%
FPS vs LTH
+58.3%
-80.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | -0.5% | +16.5% | +16.0% |
| 7D | -8.0% | +7.0% | -15.0% | -8.5% |
| 30D | -43.5% | +15.4% | -59.0% | -44.5% |
| 3M | -41.6% | +7.0% | -48.6% | -41.8% |
| 6M | -44.0% | +46.9% | -90.9% | -50.1% |
| All | -22.1% | +58.3% | -80.4% | -31.2% |
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 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