+160.3%
FN vs LH
+64.2%
+96.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +3.4% |
| 7D | -1.7% | -2.5% | +0.8% | -1.3% |
| 30D | -22.0% | +4.3% | -26.3% | -22.5% |
| 3M | -43.0% | +25.5% | -68.5% | -45.2% |
| 6M | -27.7% | +17.0% | -44.7% | -29.3% |
| YTD | -10.5% | +31.3% | -41.8% | -15.5% |
| 1Y | +12.5% | +20.0% | -7.5% | +8.6% |
| All | +160.3% | +64.2% | +96.1% | +133.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling