+27.2%
FTAI vs LTH
+54.1%
-27.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | +0.7% | -0.6% | +1.3% | +0.8% |
| 30D | -12.1% | -4.6% | -7.5% | -10.7% |
| 3M | -21.3% | +32.8% | -54.2% | -31.0% |
| 6M | -30.2% | +64.6% | -94.9% | -43.1% |
| YTD | +0.3% | +62.6% | -62.4% | -17.9% |
| 1Y | +27.2% | +49.9% | -22.8% | +12.3% |
| All | +27.2% | +54.1% | -27.0% | +12.3% |
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