-60.4%
FND vs LTH
+152.0%
-212.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | 0.0% |
| 7D | -0.8% | -4.0% | +3.2% | +0.9% |
| 30D | -19.6% | -1.7% | -17.9% | -19.1% |
| 3M | -4.3% | +28.0% | -32.3% | -13.3% |
| 6M | -20.4% | +54.1% | -74.5% | -33.8% |
| YTD | -21.9% | +57.1% | -78.9% | -35.7% |
| 1Y | -45.2% | +45.8% | -91.0% | -53.5% |
| 3Y | -49.2% | +157.6% | -206.8% | -67.9% |
| All | -60.4% | +152.0% | -212.4% | -76.3% |
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