+300.6%
FN vs LTH
+160.9%
+139.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.1% |
| 7D | -1.7% | -0.6% | -1.0% | -1.6% |
| 30D | -22.0% | -4.6% | -17.4% | -21.1% |
| 3M | -43.0% | +32.8% | -75.8% | -47.9% |
| 6M | -27.7% | +64.6% | -92.4% | -38.4% |
| YTD | -10.5% | +62.6% | -73.2% | -24.0% |
| 1Y | +12.5% | +49.9% | -37.5% | -2.4% |
| 3Y | +153.8% | +151.3% | +2.5% | +87.4% |
| All | +300.6% | +160.9% | +139.7% | +176.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling