-55.8%
FIG vs LTH
+54.1%
-109.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.7% | -4.4% |
| 7D | -16.3% | -0.6% | -15.7% | -16.2% |
| 30D | -14.3% | -4.6% | -9.7% | -14.0% |
| 3M | +7.2% | +32.8% | -25.7% | +8.6% |
| 6M | -18.6% | +64.6% | -83.2% | -19.9% |
| YTD | -35.5% | +62.6% | -98.1% | -37.0% |
| 1Y | -55.8% | +49.9% | -105.7% | -50.6% |
| All | -55.8% | +54.1% | -109.9% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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