-44.9%
FND vs LH
+11.8%
-56.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | +1.0% |
| 7D | -5.1% | -7.4% | +2.3% | -1.0% |
| 30D | -22.5% | -4.6% | -17.9% | -20.5% |
| 3M | -5.0% | +14.5% | -19.5% | -12.6% |
| 6M | -21.5% | +14.8% | -36.3% | -28.1% |
| YTD | -23.0% | +23.3% | -46.3% | -31.2% |
| 1Y | -44.9% | +13.6% | -58.5% | -50.2% |
| All | -44.9% | +11.8% | -56.7% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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