+932.6%
FTAI vs LTH
+152.0%
+780.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.7% | -4.1% | -5.2% |
| 7D | -0.2% | -4.0% | +3.8% | +1.2% |
| 30D | -13.6% | -1.7% | -12.0% | -13.2% |
| 3M | -20.6% | +28.0% | -48.6% | -27.9% |
| 6M | -32.6% | +54.1% | -86.6% | -42.7% |
| YTD | -5.4% | +57.1% | -62.4% | -20.2% |
| 1Y | +12.9% | +45.8% | -32.9% | -3.0% |
| 3Y | +428.1% | +157.6% | +270.6% | +280.8% |
| All | +932.6% | +152.0% | +780.6% | +588.0% |
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 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