+278.4%
FTI vs LTH
+159.1%
+119.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.9% |
| 7D | -0.2% | +1.5% | -1.7% | -0.4% |
| 30D | +12.3% | -3.1% | +15.4% | +12.7% |
| 3M | +13.8% | +28.1% | -14.4% | +10.1% |
| 6M | +24.3% | +67.4% | -43.1% | +15.7% |
| YTD | +75.8% | +59.8% | +16.0% | +64.5% |
| 1Y | +99.6% | +45.6% | +54.0% | +89.0% |
| 3Y | +278.4% | +162.0% | +116.4% | +257.8% |
| All | +278.4% | +159.1% | +119.3% | +257.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling