+75.9%
FTV vs LH
+179.1%
-103.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.4% | +2.1% | -0.3% |
| 7D | -5.2% | -7.4% | +2.2% | -1.8% |
| 30D | -11.5% | -4.6% | -6.9% | -9.6% |
| 3M | -9.0% | +14.5% | -23.6% | -14.8% |
| 6M | -2.0% | +14.8% | -16.8% | -8.4% |
| YTD | -0.9% | +23.3% | -24.2% | -10.5% |
| 1Y | +14.8% | +13.6% | +1.2% | +7.2% |
| 3Y | -5.5% | +56.3% | -61.9% | -25.3% |
| 5Y | -1.9% | +25.2% | -27.1% | -15.3% |
| All | +75.9% | +179.1% | -103.2% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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