+227.5%
LOW vs FTI
+305.3%
-77.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | 0.0% |
| 7D | -3.7% | -4.4% | +0.7% | -3.0% |
| 30D | -8.9% | +1.5% | -10.4% | -9.1% |
| 3M | -10.4% | +8.2% | -18.6% | -11.9% |
| 6M | -19.4% | +18.8% | -38.2% | -22.3% |
| YTD | -17.1% | +71.7% | -88.8% | -25.1% |
| 1Y | -26.3% | +90.0% | -116.3% | -34.6% |
| 3Y | -9.9% | +270.5% | -280.4% | -30.5% |
| 5Y | +6.1% | +1,084.5% | -1,078.4% | -36.9% |
| All | +227.5% | +305.3% | -77.7% | +116.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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