+8.0%
FTAI vs LTH
+45.0%
-37.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -18.5% |
| 3M | -20.1% | +24.2% | -44.2% | -27.9% |
| 6M | -33.3% | +54.8% | -88.1% | -44.4% |
| YTD | -8.0% | +56.1% | -64.1% | -23.4% |
| 1Y | +8.0% | +45.5% | -37.6% | -5.0% |
| All | +8.0% | +45.0% | -37.0% | -5.0% |
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