-55.8%
FIG vs LH
+20.0%
-75.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.0% | -3.9% |
| 7D | -16.3% | -2.5% | -13.9% | -15.7% |
| 30D | -14.3% | +4.3% | -18.7% | -15.3% |
| 3M | +7.2% | +25.5% | -18.4% | +1.2% |
| 6M | -18.6% | +17.0% | -35.6% | -22.1% |
| YTD | -35.5% | +31.3% | -66.7% | -39.0% |
| 1Y | -55.8% | +20.0% | -75.8% | -57.4% |
| All | -55.8% | +20.0% | -75.8% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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