-80.9%
FIG vs LH
+24.6%
-105.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -3.0% |
| 7D | -14.5% | -3.2% | -11.3% | -13.7% |
| 30D | -13.3% | +0.1% | -13.5% | -13.2% |
| 3M | +7.4% | +18.6% | -11.2% | +4.0% |
| 6M | -27.8% | +17.9% | -45.7% | -29.9% |
| YTD | -41.1% | +28.9% | -70.0% | -42.8% |
| 1Y | -58.7% | +16.6% | -75.3% | -60.4% |
| All | -80.9% | +24.6% | -105.5% | -80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling