-84.3%
FRMI vs LH
+14.9%
-99.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.4% | +6.7% | +5.0% |
| 7D | +2.4% | -2.5% | +4.9% | +1.7% |
| 30D | -17.3% | +4.3% | -21.6% | -16.3% |
| 3M | -17.2% | +25.5% | -42.7% | -8.8% |
| 6M | -43.4% | +17.0% | -60.3% | -39.9% |
| YTD | -36.0% | +31.3% | -67.3% | -24.4% |
| All | -84.3% | +14.9% | -99.1% | -84.6% |
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