+750.9%
FTI vs LTH
+174.8%
+576.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.4% | -0.2% |
| 7D | +5.4% | -4.6% | +10.0% | +6.0% |
| 30D | -8.2% | +14.8% | -23.0% | -9.9% |
| 3M | -13.7% | +3.9% | -17.6% | -14.3% |
| 6M | -11.2% | +35.5% | -46.7% | -15.0% |
| YTD | +46.0% | +71.3% | -25.3% | +34.8% |
| 1Y | +51.8% | +75.7% | -23.9% | +39.6% |
| 3Y | +206.7% | +231.9% | -25.2% | +160.5% |
| 5Y | +862.0% | +130.5% | +731.5% | +728.2% |
| All | +750.9% | +174.8% | +576.0% | +658.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling