+2,072.5%
FTNT vs LH
+183.3%
+1,889.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.2% | -2.4% |
| 7D | -0.1% | -4.7% | +4.6% | +1.8% |
| 30D | -3.0% | -3.5% | +0.5% | -1.7% |
| 3M | +7.6% | +17.7% | -10.1% | -0.4% |
| 6M | +87.0% | +15.8% | +71.2% | +73.8% |
| YTD | +96.5% | +25.1% | +71.4% | +75.7% |
| 1Y | +92.9% | +12.5% | +80.4% | +80.3% |
| 3Y | +139.8% | +59.8% | +80.1% | +85.9% |
| 5Y | +151.3% | +27.1% | +124.3% | +116.0% |
| All | +2,072.5% | +183.3% | +1,889.2% | +1,185.4% |
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