-79.9%
FIG vs LH
+20.9%
-100.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.5% | +3.3% | +4.4% |
| 7D | -3.8% | -4.7% | +0.9% | -2.7% |
| 30D | -2.3% | -3.5% | +1.2% | -1.4% |
| 3M | +20.0% | +17.7% | +2.3% | +16.6% |
| 6M | -16.7% | +15.8% | -32.4% | -18.6% |
| YTD | -37.9% | +25.1% | -63.0% | -39.3% |
| 1Y | -58.5% | +12.5% | -71.0% | -59.2% |
| All | -79.9% | +20.9% | -100.8% | -78.7% |
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