+0.2%
FRMI vs LH
+22.4%
-22.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -0.6% | +12.1% | +11.3% |
| 7D | +23.3% | -0.8% | +24.2% | +23.0% |
| 30D | -7.6% | +2.0% | -9.6% | -6.5% |
| 3M | +0.2% | +24.3% | -24.1% | +36.2% |
| All | +0.2% | +22.4% | -22.2% | +36.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling