+96.9%
FTI vs LTH
+43.6%
+53.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.2% | -0.4% |
| 7D | -2.3% | -4.0% | +1.7% | -2.2% |
| 30D | +5.0% | -1.7% | +6.7% | +5.1% |
| 3M | +13.8% | +28.0% | -14.1% | +12.2% |
| 6M | +22.9% | +54.1% | -31.2% | +19.6% |
| YTD | +75.0% | +57.1% | +17.9% | +70.0% |
| 1Y | +96.9% | +45.8% | +51.1% | +89.0% |
| All | +96.9% | +43.6% | +53.3% | +89.0% |
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