-25.7%
FN vs LH
+44.2%
-69.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.9% | -9.9% | -5.5% |
| 7D | -7.0% | +2.1% | -9.1% | -6.6% |
| 30D | -24.7% | +19.2% | -43.9% | -22.7% |
| 3M | -35.7% | +18.0% | -53.7% | -34.0% |
| 6M | -52.4% | +46.1% | -98.5% | -48.4% |
| YTD | -25.0% | +47.7% | -72.6% | -19.9% |
| 1Y | -25.7% | +47.2% | -72.9% | -20.3% |
| All | -25.7% | +44.2% | -69.9% | -20.3% |
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