+154.3%
FTNT vs LTH
+156.3%
-2.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.5% | +1.2% |
| 7D | -2.7% | +1.5% | -4.2% | -3.1% |
| 30D | -1.4% | -3.1% | +1.7% | -0.9% |
| 3M | +10.1% | +28.1% | -18.0% | +3.4% |
| 6M | +88.2% | +67.4% | +20.8% | +63.4% |
| YTD | +98.3% | +59.8% | +38.5% | +73.9% |
| 1Y | +96.0% | +45.6% | +50.4% | +75.6% |
| 3Y | +145.8% | +162.0% | -16.2% | +85.2% |
| All | +154.3% | +156.3% | -2.0% | +75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling