+202.8%
LTH vs FGI
-70.0%
+272.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.3% | +1.1% |
| 7D | +6.4% | -4.1% | +10.5% | +6.4% |
| 30D | +16.7% | -3.4% | +20.1% | +16.8% |
| 3M | +11.7% | +61.8% | -50.1% | +10.3% |
| 6M | +48.5% | +17.0% | +31.5% | +47.1% |
| YTD | +78.4% | +31.4% | +47.0% | +76.1% |
| 1Y | +89.7% | +42.7% | +47.0% | +86.7% |
| 3Y | +245.6% | -0.1% | +245.8% | +240.9% |
| All | +202.8% | -70.0% | +272.8% | +213.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling