+54.6%
FTI vs LTH
+84.0%
-29.5%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.3% | -9.7% | -3.3% |
| 7D | -9.7% | +9.9% | -19.5% | -9.7% |
| 30D | -8.2% | +18.3% | -26.5% | -8.4% |
| 3M | -7.8% | +5.9% | -13.8% | -7.6% |
| 6M | -13.4% | +80.3% | -93.8% | -15.9% |
| YTD | +45.1% | +78.3% | -33.2% | +40.1% |
| 1Y | +54.6% | +81.0% | -26.4% | +49.5% |
| All | +54.6% | +84.0% | -29.5% | +49.5% |
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