-23.6%
FPS vs LH
+35.4%
-59.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | 0.0% | -9.9% | -9.9% |
| 7D | +21.6% | +2.5% | +19.2% | +21.5% |
| 30D | -38.8% | +18.7% | -57.5% | -38.5% |
| 3M | -42.1% | +15.3% | -57.5% | -41.9% |
| 6M | -48.5% | +45.4% | -93.9% | -48.7% |
| All | -23.6% | +35.4% | -59.0% | -20.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling