+946.4%
FTI vs LTH
+160.9%
+785.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | +5.3% | -0.6% | +5.9% | +5.3% |
| 30D | +15.3% | -4.6% | +19.9% | +15.9% |
| 3M | +15.8% | +32.8% | -17.0% | +11.3% |
| 6M | +22.6% | +64.6% | -42.0% | +14.1% |
| YTD | +79.5% | +62.6% | +16.9% | +67.2% |
| 1Y | +102.0% | +49.9% | +52.1% | +89.9% |
| 3Y | +315.8% | +151.3% | +164.5% | +265.6% |
| All | +946.4% | +160.9% | +785.5% | +841.0% |
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 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