+259.8%
FN vs LTH
+183.0%
+76.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.5% | +12.4% | +12.0% |
| 7D | +16.3% | +7.0% | +9.3% | +14.0% |
| 30D | -24.7% | +15.4% | -40.2% | -27.9% |
| 3M | -34.9% | +7.0% | -42.0% | -36.5% |
| 6M | -41.1% | +46.9% | -88.0% | -47.9% |
| YTD | -19.6% | +76.4% | -96.0% | -33.5% |
| 1Y | -18.5% | +83.7% | -102.3% | -33.5% |
| 3Y | +119.1% | +248.9% | -129.8% | +48.7% |
| 5Y | +206.9% | +141.8% | +65.1% | +108.5% |
| All | +259.8% | +183.0% | +76.8% | +141.4% |
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