+81.3%
FN vs LTH
+273.3%
-192.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | +0.8% | -15.0% | -14.4% |
| 7D | -16.0% | +5.3% | -21.3% | -17.2% |
| 30D | -40.1% | +18.3% | -58.4% | -43.1% |
| 3M | -43.9% | +5.4% | -49.3% | -45.0% |
| 6M | -55.6% | +62.5% | -118.2% | -62.6% |
| YTD | -35.7% | +79.6% | -115.3% | -48.4% |
| 1Y | -39.8% | +88.1% | -128.0% | -52.7% |
| All | +81.3% | +273.3% | -192.0% | +11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling