-49.5%
FND vs LH
+63.5%
-113.0%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | 0.0% |
| 7D | -0.8% | -3.2% | +2.4% | +1.1% |
| 30D | -19.6% | +0.1% | -19.7% | -19.7% |
| 3M | -4.3% | +18.6% | -23.0% | -13.6% |
| 6M | -20.4% | +17.9% | -38.4% | -27.9% |
| YTD | -21.9% | +28.9% | -50.8% | -32.7% |
| 1Y | -45.2% | +16.6% | -61.8% | -50.3% |
| All | -49.5% | +63.5% | -113.0% | -60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling