-83.4%
FRMI vs LH
+7.9%
-91.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.4% | +1.9% | -3.5% |
| 7D | +10.9% | -7.4% | +18.3% | +8.9% |
| 30D | -24.3% | -4.6% | -19.7% | -25.1% |
| 3M | -21.8% | +14.5% | -36.3% | -15.9% |
| 6M | -33.0% | +14.8% | -47.8% | -28.3% |
| YTD | -32.6% | +23.3% | -55.9% | -21.6% |
| All | -83.4% | +7.9% | -91.3% | -84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling