-57.2%
FND vs LTH
+186.2%
-243.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.1% | -4.7% | -4.0% |
| 7D | +6.8% | +6.4% | +0.4% | +4.2% |
| 30D | +13.1% | +16.7% | -3.7% | +6.1% |
| 3M | -13.1% | +11.7% | -24.7% | -17.2% |
| 6M | -0.6% | +48.5% | -49.1% | -15.7% |
| YTD | -15.5% | +78.4% | -93.9% | -34.2% |
| 1Y | -13.7% | +89.7% | -103.3% | -34.3% |
| 3Y | -35.0% | +245.6% | -280.6% | -63.4% |
| 5Y | -60.1% | +142.7% | -202.7% | -77.7% |
| All | -57.2% | +186.2% | -243.4% | -75.8% |
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