+25.3%
FFIV vs LTH
+84.4%
-59.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.1% |
| 7D | -8.1% | +4.5% | -12.6% | -8.6% |
| 30D | -33.4% | +16.3% | -49.7% | -34.3% |
| 3M | -24.7% | +8.4% | -33.1% | -25.4% |
| 6M | -8.8% | +40.3% | -49.1% | -12.7% |
| YTD | +21.8% | +77.3% | -55.5% | +9.3% |
| 1Y | +25.3% | +88.0% | -62.7% | +9.9% |
| All | +25.3% | +84.4% | -59.1% | +9.9% |
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