+1,501.0%
LOW vs FTI
+2,117.5%
-616.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.3% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | -10.1% | +12.3% | -22.4% | -12.4% |
| 3M | -2.9% | +13.8% | -16.6% | -6.0% |
| 6M | -19.4% | +24.3% | -43.7% | -23.8% |
| YTD | -15.4% | +75.8% | -91.2% | -25.8% |
| 1Y | -24.9% | +99.6% | -124.6% | -36.1% |
| 3Y | -7.8% | +278.4% | -286.2% | -33.6% |
| 5Y | +8.4% | +1,168.7% | -1,160.3% | -43.8% |
| 10Y | +226.8% | +297.5% | -70.7% | +94.2% |
| All | +1,501.0% | +2,117.5% | -616.5% | +331.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling