+104.5%
FTNT vs LTH
+54.1%
+50.3%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | 0.0% |
| 7D | -5.8% | -0.6% | -5.2% | -5.8% |
| 30D | -4.8% | -4.6% | -0.2% | -4.7% |
| 3M | +4.4% | +32.8% | -28.4% | +3.9% |
| 6M | +88.8% | +64.6% | +24.2% | +79.7% |
| YTD | +96.8% | +62.6% | +34.2% | +89.2% |
| 1Y | +104.5% | +49.9% | +54.5% | +105.3% |
| All | +104.5% | +54.1% | +50.3% | +105.3% |
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