+65.5%
LH vs FDS
-30.4%
+95.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | +0.1% |
| 7D | -0.8% | -5.4% | +4.5% | 0.0% |
| 30D | +2.0% | +1.6% | +0.4% | +1.7% |
| 3M | +24.3% | +17.7% | +6.5% | +20.5% |
| 6M | +21.1% | +29.1% | -8.0% | +15.1% |
| YTD | +30.4% | +1.0% | +29.5% | +30.7% |
| 1Y | +18.4% | -21.6% | +40.0% | +26.3% |
| 3Y | +65.5% | -30.1% | +95.6% | +75.5% |
| All | +65.5% | -30.4% | +95.9% | +75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling