+28.8%
FTV vs LTH
+174.8%
-146.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.1% | +0.8% |
| 7D | +3.7% | -4.6% | +8.3% | +4.7% |
| 30D | +16.8% | +14.8% | +2.0% | +13.4% |
| 3M | +10.4% | +3.9% | +6.5% | +9.3% |
| 6M | +12.8% | +35.5% | -22.7% | +5.6% |
| YTD | +23.3% | +71.3% | -48.0% | +8.9% |
| 1Y | +31.0% | +75.7% | -44.7% | +15.0% |
| 3Y | +38.6% | +231.9% | -193.4% | +4.4% |
| 5Y | +17.6% | +130.5% | -112.9% | -13.9% |
| All | +28.8% | +174.8% | -146.0% | -6.7% |
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