-0.1%
FTV vs LH
+28.2%
-28.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | -0.1% | -0.7% |
| 7D | -1.3% | -3.2% | +1.9% | +0.1% |
| 30D | -9.5% | +0.1% | -9.7% | -9.6% |
| 3M | -10.9% | +18.6% | -29.5% | -17.4% |
| 6M | -0.6% | +17.9% | -18.6% | -7.7% |
| YTD | +1.4% | +28.9% | -27.5% | -9.5% |
| 1Y | +17.6% | +16.6% | +1.0% | +9.2% |
| 3Y | -3.3% | +63.6% | -66.8% | -24.1% |
| 5Y | -0.1% | +30.0% | -30.2% | -16.8% |
| All | -0.1% | +28.2% | -28.3% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling