-83.2%
FIG vs LTH
+58.5%
-141.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.2% | +0.6% | +2.6% |
| 7D | +3.4% | -1.3% | +4.7% | +3.5% |
| 30D | -9.5% | +15.7% | -25.1% | -10.9% |
| 3M | -26.2% | +5.0% | -31.2% | -26.7% |
| 6M | +2.7% | +37.7% | -35.0% | +1.7% |
| YTD | -48.0% | +75.0% | -123.0% | -50.9% |
| 1Y | -52.0% | +82.6% | -134.7% | -55.4% |
| All | -83.2% | +58.5% | -141.7% | -83.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling