+3.5%
FTV vs LTH
+150.3%
-146.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.2% |
| 7D | -5.2% | -3.7% | -1.5% | -4.5% |
| 30D | -11.5% | -5.3% | -6.2% | -10.6% |
| 3M | -9.0% | +24.2% | -33.2% | -13.1% |
| 6M | -2.0% | +54.8% | -56.9% | -11.3% |
| YTD | -0.9% | +56.1% | -57.0% | -10.7% |
| 1Y | +14.8% | +45.5% | -30.7% | +4.9% |
| 3Y | -5.5% | +155.9% | -161.4% | -25.0% |
| All | +3.5% | +150.3% | -146.9% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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