-17.9%
FN vs LH
+43.1%
-61.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.4% | +5.5% | +5.9% |
| 7D | +8.0% | +1.2% | +6.8% | +8.0% |
| 30D | -19.1% | +18.0% | -37.1% | -17.2% |
| 3M | -29.8% | +15.7% | -45.5% | -28.4% |
| 6M | -43.2% | +46.6% | -89.8% | -38.0% |
| YTD | -18.9% | +49.5% | -68.4% | -13.6% |
| 1Y | -17.9% | +40.2% | -58.1% | -12.0% |
| All | -17.9% | +43.1% | -61.0% | -12.0% |
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