+757.0%
FTI vs LTH
+186.8%
+570.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +1.4% | +0.3% | +1.1% | +1.3% |
| 30D | -6.3% | +17.7% | -24.0% | -8.3% |
| 3M | -13.1% | +8.5% | -21.6% | -14.2% |
| 6M | -8.0% | +46.9% | -54.9% | -12.8% |
| YTD | +47.1% | +78.8% | -31.7% | +35.1% |
| 1Y | +50.7% | +84.9% | -34.2% | +37.8% |
| 3Y | +209.0% | +246.4% | -37.4% | +161.0% |
| 5Y | +847.0% | +129.6% | +717.4% | +706.4% |
| All | +757.0% | +186.8% | +570.2% | +660.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling