+50.7%
FTI vs LTH
+90.2%
-39.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +1.4% | +0.3% | +1.1% | +1.4% |
| 30D | -6.3% | +17.7% | -24.0% | -6.5% |
| 3M | -13.1% | +8.5% | -21.6% | -13.1% |
| 6M | -8.0% | +46.9% | -54.9% | -9.9% |
| YTD | +47.1% | +78.8% | -31.7% | +40.6% |
| 1Y | +50.7% | +84.9% | -34.2% | +43.1% |
| All | +50.7% | +90.2% | -39.5% | +43.1% |
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