+93.9%
FTV vs LH
+207.3%
-113.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.3% |
| 7D | -4.5% | -2.5% | -2.0% | -3.4% |
| 30D | -7.1% | +4.3% | -11.4% | -8.9% |
| 3M | -7.2% | +25.5% | -32.7% | -16.6% |
| 6M | -1.5% | +17.0% | -18.5% | -8.7% |
| YTD | +3.5% | +31.3% | -27.8% | -9.2% |
| 1Y | +20.3% | +20.0% | +0.4% | +9.6% |
| 3Y | -3.1% | +63.9% | -67.0% | -25.1% |
| 5Y | +2.3% | +30.9% | -28.5% | -13.5% |
| 10Y | +76.3% | +191.4% | -115.1% | -3.2% |
| All | +93.9% | +207.3% | -113.4% | +0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling