+693.0%
FN vs LH
+261.9%
+431.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.5% | -6.8% | -7.1% |
| 7D | +0.3% | +1.1% | -0.8% | -0.1% |
| 30D | -16.5% | +16.7% | -33.3% | -21.3% |
| 3M | -42.1% | +15.1% | -57.2% | -45.3% |
| 6M | -52.9% | +46.3% | -99.2% | -59.8% |
| YTD | -28.0% | +48.8% | -76.7% | -39.4% |
| 1Y | -18.5% | +39.7% | -58.2% | -29.6% |
| 3Y | +93.9% | +87.0% | +6.8% | +44.1% |
| 5Y | +170.5% | +53.0% | +117.5% | +115.4% |
| All | +693.0% | +261.9% | +431.1% | +309.4% |
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