+247.9%
FN vs LTH
+174.8%
+73.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.2% | +0.1% | -3.0% |
| 7D | +20.8% | -4.6% | +25.4% | +22.2% |
| 30D | -17.3% | +14.8% | -32.1% | -20.7% |
| 3M | -38.1% | +3.9% | -42.1% | -39.1% |
| 6M | -44.2% | +35.5% | -79.7% | -49.6% |
| YTD | -22.3% | +71.3% | -93.6% | -35.2% |
| 1Y | -20.9% | +75.7% | -96.6% | -34.6% |
| 3Y | +111.1% | +231.9% | -120.9% | +45.2% |
| 5Y | +191.8% | +130.5% | +61.4% | +100.6% |
| All | +247.9% | +174.8% | +73.0% | +135.2% |
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