+143.5%
LTH vs FDS
-19.8%
+163.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +1.4% |
| 7D | -0.6% | -1.9% | +1.3% | -0.1% |
| 30D | -4.6% | +9.0% | -13.6% | -7.5% |
| 3M | +32.8% | +18.9% | +14.0% | +24.4% |
| 6M | +64.6% | +35.1% | +29.5% | +43.4% |
| YTD | +62.6% | +5.5% | +57.1% | +60.0% |
| 1Y | +49.9% | -16.8% | +66.8% | +68.2% |
| 3Y | +151.3% | -28.1% | +179.4% | +202.0% |
| All | +143.5% | -19.8% | +163.4% | +192.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling