-60.1%
FND vs LTH
+156.3%
-216.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.8% | -2.8% | -3.9% |
| 7D | +0.4% | +1.5% | -1.2% | -0.3% |
| 30D | -23.6% | -3.1% | -20.5% | -22.6% |
| 3M | +4.3% | +28.1% | -23.8% | -5.5% |
| 6M | -20.3% | +67.4% | -87.7% | -36.0% |
| YTD | -21.3% | +59.8% | -81.1% | -35.7% |
| 1Y | -45.4% | +45.6% | -91.0% | -53.7% |
| 3Y | -48.9% | +162.0% | -210.9% | -67.9% |
| All | -60.1% | +156.3% | -216.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling