-25.7%
FN vs LTH
+84.0%
-109.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +6.3% | -12.3% | -5.7% |
| 7D | -7.0% | +9.9% | -16.8% | -6.6% |
| 30D | -24.7% | +18.3% | -43.0% | -24.2% |
| 3M | -35.7% | +5.9% | -41.6% | -35.4% |
| 6M | -52.4% | +80.3% | -132.7% | -53.3% |
| YTD | -25.0% | +78.3% | -103.3% | -26.5% |
| 1Y | -25.7% | +81.0% | -106.7% | -27.7% |
| All | -25.7% | +84.0% | -109.7% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling