+49.7%
LH vs FGI
-70.4%
+120.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.5% | -8.9% | -1.4% |
| 7D | -2.5% | +0.5% | -3.0% | -2.5% |
| 30D | +4.3% | +65.4% | -61.1% | +3.9% |
| 3M | +25.5% | +23.5% | +2.0% | +25.1% |
| 6M | +17.0% | +60.5% | -43.6% | +16.1% |
| YTD | +31.3% | +30.0% | +1.3% | +30.4% |
| 1Y | +20.0% | +82.1% | -62.1% | +18.5% |
| 3Y | +63.9% | -4.4% | +68.3% | +63.2% |
| All | +49.7% | -70.4% | +120.1% | +50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling