+200.9%
LTH vs FGI
-70.6%
+271.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.3% |
| 7D | +4.5% | -7.0% | +11.4% | +4.6% |
| 30D | +16.3% | -4.2% | +20.6% | +16.4% |
| 3M | +8.4% | +55.6% | -47.2% | +7.1% |
| 6M | +40.3% | -3.2% | +43.4% | +39.2% |
| YTD | +77.3% | +29.1% | +48.2% | +75.0% |
| 1Y | +88.0% | +51.0% | +37.0% | +84.8% |
| 3Y | +274.3% | +1.5% | +272.7% | +268.3% |
| All | +200.9% | -70.6% | +271.5% | +211.7% |
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