-25.4%
FN vs LH
+48.9%
-74.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.3% | -4.5% | -4.8% |
| 7D | -4.1% | +4.8% | -8.9% | -3.5% |
| 30D | -28.3% | +18.8% | -47.1% | -26.2% |
| 3M | -33.9% | +15.7% | -49.6% | -32.3% |
| 6M | -43.9% | +46.7% | -90.6% | -38.2% |
| YTD | -23.4% | +48.9% | -72.4% | -16.2% |
| 1Y | -25.4% | +43.5% | -68.9% | -18.5% |
| All | -25.4% | +48.9% | -74.3% | -18.5% |
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 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