-79.1%
FIG vs LTH
+47.3%
-126.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.7% | -4.4% |
| 7D | -16.3% | -0.6% | -15.7% | -16.2% |
| 30D | -14.3% | -4.6% | -9.7% | -13.8% |
| 3M | +7.2% | +32.8% | -25.7% | +6.9% |
| 6M | -18.6% | +64.6% | -83.2% | -21.9% |
| YTD | -35.5% | +62.6% | -98.1% | -38.5% |
| 1Y | -55.8% | +49.9% | -105.7% | -56.5% |
| All | -79.1% | +47.3% | -126.4% | -79.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling