+197.1%
LTH vs FGI
-74.8%
+271.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -25.2% | +27.3% | +2.4% |
| 7D | -1.3% | -14.4% | +13.1% | -1.2% |
| 30D | +15.7% | -11.8% | +27.4% | +15.7% |
| 3M | +5.0% | -46.2% | +51.2% | +5.5% |
| 6M | +37.7% | +5.2% | +32.5% | +36.4% |
| YTD | +75.0% | +10.5% | +64.5% | +72.9% |
| 1Y | +82.6% | +25.5% | +57.1% | +79.9% |
| 3Y | +241.3% | -16.0% | +257.3% | +237.0% |
| All | +197.1% | -74.8% | +271.9% | +208.0% |
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