+743.6%
FN vs LH
+263.9%
+479.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.9% | +10.8% | +11.3% |
| 7D | 0.0% | +1.4% | -1.5% | -0.6% |
| 30D | -34.3% | +17.5% | -51.8% | -38.3% |
| 3M | -39.9% | +16.1% | -55.9% | -43.4% |
| 6M | -51.8% | +43.4% | -95.2% | -58.6% |
| YTD | -28.1% | +47.2% | -75.3% | -39.3% |
| 1Y | -29.1% | +50.1% | -79.2% | -40.7% |
| 3Y | +102.4% | +81.2% | +21.3% | +52.6% |
| 5Y | +171.7% | +63.7% | +107.9% | +109.6% |
| All | +743.6% | +263.9% | +479.7% | +345.9% |
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 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