-2.5%
FIG vs LTH
+57.3%
-59.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.0% |
| 7D | -13.1% | +4.5% | -17.6% | -13.2% |
| 30D | -13.0% | +16.3% | -29.3% | -13.1% |
| 3M | -21.5% | +8.4% | -29.9% | -21.8% |
| 6M | -2.5% | +40.3% | -42.8% | +22.0% |
| All | -2.5% | +57.3% | -59.8% | +22.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling