+36.6%
FFIV vs LTH
+84.0%
-47.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.3% | -6.8% | -1.1% |
| 7D | -9.8% | +9.9% | -19.6% | -10.7% |
| 30D | -28.1% | +18.3% | -46.4% | -29.1% |
| 3M | -20.0% | +5.9% | -26.0% | -20.5% |
| 6M | -0.1% | +80.3% | -80.4% | -9.1% |
| YTD | +29.2% | +78.3% | -49.1% | +17.1% |
| 1Y | +36.6% | +81.0% | -44.4% | +23.2% |
| All | +36.6% | +84.0% | -47.4% | +23.2% |
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