-29.1%
FN vs LTH
+84.4%
-113.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.3% | +13.0% | +11.6% |
| 7D | 0.0% | +4.5% | -4.5% | +0.1% |
| 30D | -34.3% | +16.3% | -50.7% | -34.0% |
| 3M | -39.9% | +8.4% | -48.2% | -39.6% |
| 6M | -51.8% | +40.3% | -92.1% | -52.8% |
| YTD | -28.1% | +77.3% | -105.4% | -30.5% |
| 1Y | -29.1% | +88.0% | -117.0% | -32.8% |
| All | -29.1% | +84.4% | -113.5% | -32.8% |
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