-61.8%
FND vs LH
+28.2%
-90.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | +0.1% |
| 7D | -0.8% | -3.2% | +2.4% | +1.5% |
| 30D | -19.6% | +0.1% | -19.7% | -19.7% |
| 3M | -4.3% | +18.6% | -23.0% | -15.7% |
| 6M | -20.4% | +17.9% | -38.4% | -29.5% |
| YTD | -21.9% | +28.9% | -50.8% | -35.3% |
| 1Y | -45.2% | +16.6% | -61.8% | -51.5% |
| 3Y | -49.2% | +63.6% | -112.8% | -66.2% |
| 5Y | -61.8% | +30.0% | -91.8% | -70.6% |
| All | -61.8% | +28.2% | -90.0% | -70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling