-22.6%
FPS vs LH
+33.8%
-56.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +3.9% | -21.2% | -17.1% |
| 7D | -23.3% | +2.1% | -25.4% | -22.9% |
| 30D | -42.4% | +19.2% | -61.6% | -42.1% |
| 3M | -43.0% | +18.0% | -61.1% | -42.7% |
| 6M | -44.5% | +46.1% | -90.6% | -45.4% |
| All | -22.6% | +33.8% | -56.4% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling