-83.2%
FIG vs LTH
+59.8%
-143.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.2% |
| 7D | -12.6% | +7.0% | -19.6% | -13.2% |
| 30D | -13.8% | +15.4% | -29.2% | -15.1% |
| 3M | -16.7% | +7.0% | -23.7% | -17.5% |
| 6M | -6.1% | +46.9% | -53.0% | -7.5% |
| YTD | -48.1% | +76.4% | -124.5% | -51.0% |
| 1Y | -56.2% | +83.7% | -139.9% | -59.2% |
| All | -83.2% | +59.8% | -143.0% | -83.6% |
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 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