+17.6%
FTV vs LH
+54.4%
-36.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +3.7% | +2.5% | +1.2% | +2.6% |
| 30D | +16.8% | +18.7% | -1.9% | +8.3% |
| 3M | +10.4% | +15.3% | -5.0% | +3.4% |
| 6M | +12.8% | +45.4% | -32.6% | -4.8% |
| YTD | +23.3% | +49.5% | -26.2% | +2.6% |
| 1Y | +31.0% | +41.4% | -10.4% | +11.7% |
| 3Y | +38.6% | +87.6% | -49.1% | +1.5% |
| 5Y | +17.6% | +53.8% | -36.2% | -9.9% |
| All | +17.6% | +54.4% | -36.8% | -9.9% |
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