+994.1%
FTAI vs LTH
+160.9%
+833.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.8% |
| 3M | -21.3% | +32.8% | -54.2% | -29.5% |
| 6M | -30.2% | +64.6% | -94.9% | -42.0% |
| YTD | +0.3% | +62.6% | -62.4% | -16.5% |
| 1Y | +27.2% | +49.9% | -22.8% | +8.2% |
| 3Y | +443.9% | +151.3% | +292.5% | +294.5% |
| All | +994.1% | +160.9% | +833.2% | +619.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling