+32.5%
FTV vs LTH
+85.5%
-53.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.8% |
| 7D | +1.4% | +6.4% | -5.0% | +0.6% |
| 30D | +18.3% | +16.7% | +1.5% | +16.0% |
| 3M | +9.8% | +11.7% | -1.9% | +8.3% |
| 6M | +12.3% | +48.5% | -36.2% | +8.0% |
| YTD | +23.1% | +78.4% | -55.3% | +14.9% |
| 1Y | +32.5% | +89.7% | -57.1% | +21.2% |
| All | +32.5% | +85.5% | -53.0% | +21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling