+181.9%
FANG vs LH
+183.3%
-1.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.8% |
| 7D | +2.9% | -4.7% | +7.6% | +4.6% |
| 30D | +2.6% | -3.5% | +6.1% | +3.8% |
| 3M | +7.6% | +17.7% | -10.1% | +0.6% |
| 6M | +17.3% | +15.8% | +1.5% | +9.8% |
| YTD | +38.7% | +25.1% | +13.6% | +25.6% |
| 1Y | +51.6% | +12.5% | +39.1% | +42.8% |
| 3Y | +50.0% | +59.8% | -9.8% | +20.4% |
| 5Y | +237.6% | +27.1% | +210.5% | +191.9% |
| All | +181.9% | +183.3% | -1.4% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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