-29.9%
FBTC vs LH
+41.3%
-71.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.5% |
| 7D | -9.2% | +1.1% | -10.2% | -9.2% |
| 30D | -15.8% | +16.7% | -32.5% | -16.1% |
| 3M | +8.7% | +15.1% | -6.4% | +8.4% |
| 6M | -13.6% | +46.3% | -60.0% | -12.0% |
| YTD | -21.5% | +48.8% | -70.2% | -21.3% |
| 1Y | -29.9% | +39.7% | -69.6% | -30.9% |
| All | -29.9% | +41.3% | -71.3% | -30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling