-60.3%
FND vs LTH
+180.7%
-241.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -3.1% |
| 7D | -6.8% | -1.3% | -5.6% | -6.4% |
| 30D | +8.0% | +15.7% | -7.7% | +1.7% |
| 3M | -18.9% | +5.0% | -23.9% | -20.8% |
| 6M | +4.7% | +37.7% | -33.0% | -8.4% |
| YTD | -21.6% | +75.0% | -96.6% | -38.4% |
| 1Y | -22.0% | +82.6% | -104.7% | -39.8% |
| 3Y | -40.4% | +241.3% | -281.7% | -66.3% |
| 5Y | -63.8% | +135.4% | -199.2% | -79.6% |
| All | -60.3% | +180.7% | -241.0% | -77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 10y: compounded portfolio wealth divided by compounded LTH 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…
10y analysis · Full analysis span regression · 6 months rolling