-47.5%
FND vs LTH
+157.9%
-205.4%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | -5.2% | -0.6% | -4.6% | -5.0% |
| 30D | -19.9% | -4.6% | -15.3% | -18.4% |
| 3M | +2.7% | +32.8% | -30.1% | -7.3% |
| 6M | -21.7% | +64.6% | -86.3% | -35.3% |
| YTD | -17.5% | +62.6% | -80.1% | -31.6% |
| 1Y | -39.3% | +49.9% | -89.2% | -48.3% |
| All | -47.5% | +157.9% | -205.4% | -64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling