-83.7%
FIG vs LTH
+60.5%
-144.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.1% |
| 7D | -13.1% | +4.5% | -17.6% | -13.5% |
| 30D | -13.0% | +16.3% | -29.3% | -14.4% |
| 3M | -21.5% | +8.4% | -29.9% | -22.4% |
| 6M | -2.5% | +40.3% | -42.8% | -3.5% |
| YTD | -49.7% | +77.3% | -126.9% | -52.6% |
| 1Y | -59.1% | +88.0% | -147.0% | -62.1% |
| All | -83.7% | +60.5% | -144.3% | -84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling