+2,625.3%
FN vs LH
+484.6%
+2,140.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -1.2% | -13.0% | -13.7% |
| 7D | -16.0% | -1.3% | -14.7% | -15.5% |
| 30D | -40.1% | +16.6% | -56.7% | -43.9% |
| 3M | -43.9% | +16.0% | -59.9% | -47.4% |
| 6M | -55.6% | +42.0% | -97.6% | -62.2% |
| YTD | -35.7% | +45.9% | -81.5% | -46.1% |
| 1Y | -39.8% | +46.4% | -86.2% | -49.8% |
| 3Y | +80.3% | +79.0% | +1.3% | +34.4% |
| 5Y | +143.3% | +62.3% | +81.0% | +85.9% |
| 10Y | +682.3% | +265.9% | +416.4% | +280.2% |
| All | +2,625.3% | +484.6% | +2,140.7% | +936.0% |
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