-32.8%
FPS vs LTH
+59.1%
-91.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.3% | +8.3% | +7.0% |
| 7D | -24.5% | +4.5% | -29.0% | -24.7% |
| 30D | -52.1% | +16.3% | -68.4% | -52.9% |
| 3M | -48.4% | +8.4% | -56.7% | -48.6% |
| 6M | -54.4% | +40.3% | -94.6% | -58.6% |
| All | -32.8% | +59.1% | -91.9% | -40.7% |
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