+39.5%
FFIV vs LTH
+130.5%
-91.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.6% | +0.8% |
| 7D | -2.9% | +0.3% | -3.2% | -3.0% |
| 30D | -32.4% | +17.7% | -50.1% | -34.6% |
| 3M | -22.7% | +8.5% | -31.2% | -24.1% |
| 6M | -10.7% | +46.9% | -57.6% | -17.9% |
| YTD | +25.4% | +78.8% | -53.4% | +9.8% |
| 1Y | +34.2% | +84.9% | -50.7% | +16.6% |
| 3Y | +101.2% | +246.4% | -145.2% | +52.0% |
| All | +39.5% | +130.5% | -91.0% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling