-51.7%
FIG vs LTH
+84.0%
-135.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.3% | -1.1% | +4.9% |
| 7D | -4.7% | +9.9% | -14.5% | -5.1% |
| 30D | +0.5% | +18.3% | -17.8% | -0.3% |
| 3M | -18.4% | +5.9% | -24.3% | -18.6% |
| 6M | +10.9% | +80.3% | -69.5% | +10.7% |
| YTD | -40.8% | +78.3% | -119.1% | -41.6% |
| 1Y | -51.7% | +81.0% | -132.7% | -52.8% |
| All | -51.7% | +84.0% | -135.7% | -52.8% |
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