+266.1%
LH vs FDS
+132.8%
+133.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.4% | -0.7% |
| 7D | +1.2% | -2.1% | +3.3% | +2.0% |
| 30D | +18.0% | +16.0% | +2.0% | +11.1% |
| 3M | +15.7% | +18.8% | -3.1% | +7.3% |
| 6M | +46.6% | +54.1% | -7.5% | +20.1% |
| YTD | +49.5% | +17.0% | +32.5% | +35.7% |
| 1Y | +40.2% | +25.5% | +14.7% | +22.5% |
| 3Y | +87.6% | -23.3% | +110.9% | +102.8% |
| 5Y | +59.3% | -22.6% | +81.9% | +67.8% |
| 10Y | +266.1% | +130.2% | +135.8% | +128.4% |
| All | +266.1% | +132.8% | +133.3% | +128.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling