+173.5%
FN vs LTH
+142.9%
+30.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.3% | +13.0% | +12.0% |
| 7D | 0.0% | +4.5% | -4.5% | -1.4% |
| 30D | -34.3% | +16.3% | -50.7% | -37.2% |
| 3M | -39.9% | +8.4% | -48.2% | -41.5% |
| 6M | -51.8% | +40.3% | -92.1% | -56.8% |
| YTD | -28.1% | +77.3% | -105.4% | -40.7% |
| 1Y | -29.1% | +88.0% | -117.0% | -42.6% |
| 3Y | +102.4% | +274.3% | -171.8% | +34.5% |
| All | +173.5% | +142.9% | +30.6% | +85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling