+195.1%
FN vs LH
+64.6%
+130.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.3% | -4.5% | -4.7% |
| 7D | -4.1% | +4.8% | -8.9% | -5.3% |
| 30D | -28.3% | +18.8% | -47.1% | -31.8% |
| 3M | -33.9% | +15.7% | -49.6% | -36.7% |
| 6M | -43.9% | +46.7% | -90.6% | -50.4% |
| YTD | -23.4% | +48.9% | -72.4% | -33.1% |
| 1Y | -25.4% | +43.5% | -68.9% | -34.0% |
| 3Y | +107.9% | +86.9% | +21.0% | +60.0% |
| 5Y | +195.1% | +60.4% | +134.7% | +125.4% |
| All | +195.1% | +64.6% | +130.5% | +125.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling