+222.5%
FN vs LTH
+180.7%
+41.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.2% | -9.5% | -7.9% |
| 7D | +0.3% | -1.3% | +1.5% | +0.5% |
| 30D | -16.5% | +15.7% | -32.2% | -20.1% |
| 3M | -42.1% | +5.0% | -47.1% | -43.2% |
| 6M | -52.9% | +37.7% | -90.6% | -57.6% |
| YTD | -28.0% | +75.0% | -103.0% | -40.3% |
| 1Y | -18.5% | +82.6% | -101.2% | -33.4% |
| 3Y | +93.9% | +241.3% | -147.4% | +32.3% |
| 5Y | +170.5% | +135.4% | +35.1% | +84.8% |
| All | +222.5% | +180.7% | +41.7% | +116.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling