+2,432.1%
FTAI vs LH
+236.3%
+2,195.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.2% | -4.7% | -5.2% |
| 7D | -0.2% | -3.2% | +3.0% | +1.5% |
| 30D | -13.6% | +0.1% | -13.8% | -13.7% |
| 3M | -20.6% | +18.6% | -39.2% | -27.7% |
| 6M | -32.6% | +17.9% | -50.5% | -38.4% |
| YTD | -5.4% | +28.9% | -34.3% | -17.7% |
| 1Y | +12.9% | +16.6% | -3.7% | +3.1% |
| 3Y | +428.1% | +63.6% | +364.6% | +299.3% |
| 5Y | +863.0% | +30.0% | +833.0% | +703.6% |
| 10Y | +3,092.6% | +191.9% | +2,900.7% | +1,587.8% |
| All | +2,432.1% | +236.3% | +2,195.8% | +1,245.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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