+69.8%
FBTC vs LH
+49.8%
+20.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.2% |
| 7D | +2.9% | -2.5% | +5.4% | +3.6% |
| 30D | +23.0% | +4.3% | +18.7% | +21.8% |
| 3M | +25.6% | +25.5% | +0.1% | +18.3% |
| 6M | +9.0% | +17.0% | -8.0% | +4.8% |
| YTD | -8.9% | +31.3% | -40.2% | -16.2% |
| 1Y | -27.5% | +20.0% | -47.5% | -31.4% |
| All | +69.8% | +49.8% | +20.0% | +50.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling