+164.2%
LTH vs FDS
-13.2%
+177.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +7.0% | -5.0% | +12.0% | +8.6% |
| 30D | +15.4% | +13.8% | +1.7% | +10.7% |
| 3M | +7.0% | +14.8% | -7.8% | +1.7% |
| 6M | +46.9% | +47.4% | -0.5% | +25.3% |
| YTD | +76.4% | +14.2% | +62.3% | +68.6% |
| 1Y | +83.7% | +26.6% | +57.1% | +64.1% |
| 3Y | +248.9% | -24.4% | +273.3% | +315.4% |
| 5Y | +141.8% | -22.6% | +164.5% | +173.6% |
| All | +164.2% | -13.2% | +177.4% | +207.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling