+101.2%
FFIV vs LTH
+268.4%
-167.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | 0.0% |
| 7D | -8.1% | +4.5% | -12.6% | -8.9% |
| 30D | -33.4% | +16.3% | -49.7% | -35.2% |
| 3M | -24.7% | +8.4% | -33.1% | -26.0% |
| 6M | -8.8% | +40.3% | -49.1% | -15.2% |
| YTD | +21.8% | +77.3% | -55.5% | +6.8% |
| 1Y | +25.3% | +88.0% | -62.7% | +8.3% |
| 3Y | +101.2% | +274.3% | -173.1% | +58.7% |
| All | +101.2% | +268.4% | -167.3% | +58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling