+133.7%
LTH vs FIVN
-79.8%
+213.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.6% |
| 7D | -3.7% | -11.3% | +7.6% | -1.1% |
| 30D | -5.3% | -7.3% | +2.0% | -4.0% |
| 3M | +24.2% | +41.7% | -17.5% | +12.4% |
| 6M | +54.8% | +78.3% | -23.4% | +27.8% |
| YTD | +56.1% | +50.9% | +5.2% | +33.7% |
| 1Y | +45.5% | +19.7% | +25.9% | +32.3% |
| 3Y | +155.9% | -55.7% | +211.6% | +199.6% |
| All | +133.7% | -79.8% | +213.5% | +192.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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