+6.9%
FPS vs LH
+16.8%
-9.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -4.2% |
| 7D | +5.3% | -3.2% | +8.5% | +5.0% |
| 30D | -17.6% | +0.1% | -17.7% | -17.5% |
| 3M | -45.8% | +18.6% | -64.4% | -44.6% |
| 6M | -10.1% | +17.9% | -28.1% | -7.3% |
| All | +6.9% | +16.8% | -9.9% | +10.6% |
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 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