+3,689.8%
FN vs LH
+426.0%
+3,263.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +3.7% |
| 7D | -1.7% | -2.5% | +0.8% | -0.7% |
| 30D | -22.0% | +4.3% | -26.3% | -23.4% |
| 3M | -43.0% | +25.5% | -68.5% | -48.6% |
| 6M | -27.7% | +17.0% | -44.7% | -33.0% |
| YTD | -10.5% | +31.3% | -41.8% | -21.5% |
| 1Y | +12.5% | +20.0% | -7.5% | +2.0% |
| 3Y | +153.8% | +63.9% | +89.9% | +96.3% |
| 5Y | +288.0% | +30.9% | +257.1% | +226.1% |
| 10Y | +906.4% | +191.4% | +715.0% | +443.3% |
| All | +3,689.8% | +426.0% | +3,263.7% | +1,409.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling