+28.6%
FTV vs LTH
+186.2%
-157.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.7% |
| 7D | +1.4% | +6.4% | -5.0% | +0.1% |
| 30D | +18.3% | +16.7% | +1.5% | +14.5% |
| 3M | +9.8% | +11.7% | -1.9% | +7.1% |
| 6M | +12.3% | +48.5% | -36.2% | +3.1% |
| YTD | +23.1% | +78.4% | -55.3% | +7.8% |
| 1Y | +32.5% | +89.7% | -57.1% | +14.5% |
| 3Y | +38.3% | +245.6% | -207.3% | +3.4% |
| 5Y | +16.8% | +142.7% | -125.8% | -15.2% |
| All | +28.6% | +186.2% | -157.6% | -7.6% |
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