+187.8%
LH vs FDS
+77.2%
+110.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | +0.2% |
| 7D | -3.2% | -8.8% | +5.6% | +0.2% |
| 30D | +0.1% | -1.4% | +1.5% | +0.4% |
| 3M | +18.6% | +13.9% | +4.8% | +11.3% |
| 6M | +17.9% | +27.4% | -9.5% | +4.0% |
| YTD | +28.9% | -2.5% | +31.4% | +26.4% |
| 1Y | +16.6% | -23.8% | +40.4% | +27.3% |
| 3Y | +63.6% | -32.5% | +96.0% | +85.0% |
| 5Y | +30.0% | -23.2% | +53.2% | +33.8% |
| All | +187.8% | +77.2% | +110.6% | +104.8% |
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