-40.4%
FND vs LH
+86.5%
-126.9%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.9% |
| 7D | -6.8% | +1.1% | -7.9% | -7.4% |
| 30D | +8.0% | +16.7% | -8.8% | -1.1% |
| 3M | -18.9% | +15.1% | -34.0% | -25.4% |
| 6M | +4.7% | +46.3% | -41.6% | -16.8% |
| YTD | -21.6% | +48.8% | -70.3% | -38.5% |
| 1Y | -22.0% | +39.7% | -61.7% | -36.5% |
| 3Y | -40.4% | +87.0% | -127.5% | -61.0% |
| All | -40.4% | +86.5% | -126.9% | -61.0% |
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