-43.9%
FN vs LH
+16.2%
-60.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -1.2% | -13.0% | -14.0% |
| 7D | -16.0% | -1.3% | -14.7% | -15.2% |
| 30D | -40.1% | +16.6% | -56.7% | -40.3% |
| 3M | -43.9% | +16.0% | -59.9% | -45.3% |
| All | -43.9% | +16.2% | -60.1% | -45.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling