-39.8%
FN vs LTH
+83.0%
-122.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | +0.8% | -15.0% | -14.2% |
| 7D | -16.0% | +5.3% | -21.3% | -15.8% |
| 30D | -40.1% | +18.3% | -58.4% | -39.9% |
| 3M | -43.9% | +5.4% | -49.3% | -43.7% |
| 6M | -55.6% | +62.5% | -118.2% | -57.0% |
| YTD | -35.7% | +79.6% | -115.3% | -38.2% |
| 1Y | -39.8% | +88.1% | -128.0% | -43.5% |
| All | -39.8% | +83.0% | -122.9% | -43.5% |
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