+903.8%
FTAI vs LTH
+150.3%
+753.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.1% | -2.6% |
| 7D | -9.7% | -3.7% | -5.9% | -8.4% |
| 30D | -20.0% | -5.3% | -14.7% | -18.6% |
| 3M | -20.1% | +24.2% | -44.2% | -26.6% |
| 6M | -33.3% | +54.8% | -88.1% | -43.4% |
| YTD | -8.0% | +56.1% | -64.1% | -22.2% |
| 1Y | +8.0% | +45.5% | -37.6% | -7.1% |
| 3Y | +413.4% | +155.9% | +257.5% | +271.0% |
| All | +903.8% | +150.3% | +753.5% | +570.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling