+87.9%
LH vs FDS
-22.8%
+110.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.4% | -0.1% |
| 7D | +1.2% | -2.1% | +3.3% | +1.5% |
| 30D | +18.0% | +16.0% | +2.0% | +15.1% |
| 3M | +15.7% | +18.8% | -3.1% | +12.3% |
| 6M | +46.6% | +54.1% | -7.5% | +35.7% |
| YTD | +49.5% | +17.0% | +32.5% | +46.0% |
| 1Y | +40.2% | +25.5% | +14.7% | +34.1% |
| All | +87.9% | -22.8% | +110.7% | +98.9% |
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