+54.0%
FTI vs LTH
+79.8%
-25.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +2.1% |
| 7D | +4.3% | -1.3% | +5.6% | +4.3% |
| 30D | -4.7% | +15.7% | -20.3% | -5.0% |
| 3M | -13.5% | +5.0% | -18.5% | -13.4% |
| 6M | -8.7% | +37.7% | -46.4% | -10.4% |
| YTD | +49.0% | +75.0% | -26.0% | +42.1% |
| 1Y | +54.0% | +82.6% | -28.6% | +45.4% |
| All | +54.0% | +79.8% | -25.7% | +45.4% |
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