-93.2%
FRMI vs LH
+44.2%
-137.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +3.9% | -14.5% | -11.3% |
| 7D | -39.7% | +2.1% | -41.8% | -39.9% |
| 30D | -55.2% | +19.2% | -74.3% | -55.7% |
| 3M | -71.2% | +18.0% | -89.2% | -71.5% |
| 6M | -64.1% | +46.1% | -110.2% | -63.3% |
| YTD | -77.2% | +47.7% | -124.9% | -75.7% |
| 1Y | -93.2% | +47.2% | -140.4% | -92.8% |
| All | -93.2% | +44.2% | -137.4% | -92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling