+49.0%
FND vs LH
+227.3%
-178.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.9% |
| 7D | -6.8% | +1.1% | -7.9% | -7.5% |
| 30D | +8.0% | +16.7% | -8.8% | -3.7% |
| 3M | -18.9% | +15.1% | -34.0% | -27.3% |
| 6M | +4.7% | +46.3% | -41.6% | -21.4% |
| YTD | -21.6% | +48.8% | -70.3% | -42.2% |
| 1Y | -22.0% | +39.7% | -61.7% | -39.7% |
| 3Y | -40.4% | +87.0% | -127.5% | -64.0% |
| 5Y | -63.8% | +53.0% | -116.8% | -74.8% |
| All | +49.0% | +227.3% | -178.4% | -38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling