-83.6%
FIG vs LH
+44.5%
-128.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +2.6% | +2.5% | +0.1% | +1.8% |
| 30D | -13.1% | +18.7% | -31.8% | -17.3% |
| 3M | -20.3% | +15.3% | -35.7% | -23.6% |
| 6M | -2.1% | +45.4% | -47.5% | -10.1% |
| YTD | -49.4% | +49.5% | -98.9% | -53.0% |
| 1Y | -57.0% | +41.4% | -98.4% | -60.0% |
| All | -83.6% | +44.5% | -128.1% | -83.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling