+70.3%
LH vs FGI
-70.0%
+140.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.4% |
| 7D | +4.6% | -1.4% | +5.9% | +4.6% |
| 30D | +19.1% | -3.2% | +22.3% | +19.1% |
| 3M | +16.7% | +64.1% | -47.4% | +16.2% |
| 6M | +47.0% | +17.2% | +29.8% | +46.5% |
| YTD | +49.3% | +31.6% | +17.7% | +48.3% |
| 1Y | +48.6% | +45.1% | +3.6% | +47.4% |
| 3Y | +87.8% | -2.0% | +89.8% | +87.1% |
| All | +70.3% | -70.0% | +140.3% | +71.3% |
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