+1,107.3%
FTI vs LH
+29.4%
+1,078.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.1% |
| 7D | -2.3% | -3.2% | +0.8% | -1.3% |
| 30D | +5.0% | +0.1% | +4.9% | +4.9% |
| 3M | +13.8% | +18.6% | -4.8% | +6.9% |
| 6M | +22.9% | +17.9% | +5.0% | +15.3% |
| YTD | +75.0% | +28.9% | +46.0% | +58.4% |
| 1Y | +96.9% | +16.6% | +80.3% | +84.6% |
| 3Y | +276.7% | +63.6% | +213.2% | +208.0% |
| All | +1,107.3% | +29.4% | +1,078.0% | +888.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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