+9,303.7%
FTNT vs LH
+439.8%
+8,863.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.3% | +0.6% |
| 7D | -5.8% | -2.5% | -3.4% | -4.8% |
| 30D | -4.8% | +4.3% | -9.1% | -6.8% |
| 3M | +4.4% | +25.5% | -21.1% | -7.1% |
| 6M | +88.8% | +17.0% | +71.8% | +73.5% |
| YTD | +96.8% | +31.3% | +65.5% | +70.2% |
| 1Y | +104.5% | +20.0% | +84.5% | +84.0% |
| 3Y | +156.8% | +63.9% | +92.9% | +92.2% |
| 5Y | +144.1% | +30.9% | +113.2% | +104.1% |
| 10Y | +2,021.8% | +191.4% | +1,830.4% | +979.4% |
| All | +9,303.7% | +439.8% | +8,863.9% | +3,124.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling