+70.5%
LH vs FGI
-66.3%
+136.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.2% | -6.2% | 0.0% |
| 7D | +2.5% | +13.5% | -11.0% | +2.4% |
| 30D | +18.7% | +17.1% | +1.6% | +18.6% |
| 3M | +15.3% | +78.0% | -62.7% | +14.8% |
| 6M | +45.4% | +46.4% | -1.1% | +44.7% |
| YTD | +49.5% | +47.7% | +1.8% | +48.4% |
| 1Y | +41.4% | +56.8% | -15.4% | +40.2% |
| 3Y | +87.6% | +12.3% | +75.4% | +86.6% |
| All | +70.5% | -66.3% | +136.8% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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