-80.9%
FIG vs LTH
+42.2%
-123.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -3.1% |
| 7D | -14.5% | -4.0% | -10.5% | -14.1% |
| 30D | -13.3% | -1.7% | -11.6% | -13.2% |
| 3M | +7.4% | +28.0% | -20.6% | +7.5% |
| 6M | -27.8% | +54.1% | -81.8% | -30.1% |
| YTD | -41.1% | +57.1% | -98.2% | -43.7% |
| 1Y | -58.7% | +45.8% | -104.5% | -59.2% |
| All | -80.9% | +42.2% | -123.2% | -81.1% |
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