+106.9%
FTNT vs LTH
+186.8%
-79.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | -1.0% | +0.3% | -1.3% | -1.1% |
| 30D | -33.6% | +17.7% | -51.3% | -36.2% |
| 3M | -20.9% | +8.5% | -29.3% | -22.7% |
| 6M | +11.0% | +46.9% | -36.0% | +0.5% |
| YTD | +61.3% | +78.8% | -17.5% | +37.5% |
| 1Y | +53.1% | +84.9% | -31.8% | +29.3% |
| 3Y | +152.1% | +246.4% | -94.3% | +77.3% |
| 5Y | +90.1% | +129.6% | -39.4% | +26.0% |
| All | +106.9% | +186.8% | -79.9% | +38.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling