+131.3%
FTV vs LH
+248.3%
-117.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +3.9% | +1.1% | +2.8% | +3.4% |
| 30D | +18.7% | +16.7% | +1.9% | +10.3% |
| 3M | +10.0% | +15.1% | -5.1% | +2.8% |
| 6M | +14.6% | +46.3% | -31.8% | -4.5% |
| YTD | +23.4% | +48.8% | -25.3% | +1.9% |
| 1Y | +31.3% | +39.7% | -8.4% | +11.6% |
| 3Y | +39.8% | +87.0% | -47.2% | +1.5% |
| 5Y | +17.7% | +53.0% | -35.3% | -7.5% |
| 10Y | +110.2% | +264.3% | -154.1% | +5.5% |
| All | +131.3% | +248.3% | -117.0% | +13.2% |
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