+175.1%
LH vs FDS
+66.9%
+108.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.8% | +1.4% | -2.1% |
| 7D | -7.4% | -16.0% | +8.6% | -1.0% |
| 30D | -4.6% | -6.7% | +2.1% | -2.2% |
| 3M | +14.5% | +6.0% | +8.6% | +10.5% |
| 6M | +14.8% | +25.1% | -10.3% | +1.8% |
| YTD | +23.3% | -8.1% | +31.4% | +23.7% |
| 1Y | +13.6% | -26.0% | +39.6% | +25.1% |
| 3Y | +56.3% | -36.4% | +92.8% | +81.1% |
| 5Y | +25.2% | -27.7% | +52.9% | +32.0% |
| All | +175.1% | +66.9% | +108.2% | +100.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FDS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling