+883.3%
FTI vs LH
+54.7%
+828.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.2% |
| 7D | +4.3% | +1.1% | +3.2% | +4.0% |
| 30D | -4.7% | +16.7% | -21.4% | -9.6% |
| 3M | -13.5% | +15.1% | -28.6% | -17.7% |
| 6M | -8.7% | +46.3% | -55.0% | -20.8% |
| YTD | +49.0% | +48.8% | +0.2% | +27.8% |
| 1Y | +54.0% | +39.7% | +14.3% | +35.4% |
| 3Y | +211.6% | +87.0% | +124.6% | +140.7% |
| All | +883.3% | +54.7% | +828.6% | +603.9% |
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