+279.3%
LTH vs FGI
+2.3%
+277.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +5.3% | -11.6% | +16.9% | +5.3% |
| 30D | +18.3% | -3.3% | +21.5% | +18.3% |
| 3M | +5.4% | +65.6% | -60.2% | +4.9% |
| 6M | +62.5% | -2.8% | +65.3% | +62.0% |
| YTD | +79.6% | +30.1% | +49.5% | +79.7% |
| 1Y | +88.1% | +50.2% | +38.0% | +88.4% |
| All | +279.3% | +2.3% | +277.0% | +301.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling