+156.6%
LTH vs FIVN
-81.2%
+237.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.4% | -4.6% | -4.3% |
| 7D | -4.6% | -17.4% | +12.8% | -1.1% |
| 30D | +14.8% | -20.4% | +35.2% | +19.6% |
| 3M | +3.9% | -9.6% | +13.6% | +4.1% |
| 6M | +35.5% | +34.7% | +0.8% | +20.9% |
| YTD | +71.3% | +40.6% | +30.7% | +46.5% |
| 1Y | +75.7% | +34.3% | +41.4% | +51.8% |
| 3Y | +231.9% | -55.5% | +287.4% | +278.3% |
| 5Y | +130.5% | -82.5% | +212.9% | +186.7% |
| All | +156.6% | -81.2% | +237.7% | +220.9% |
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