-84.3%
FRMI vs LTH
+57.3%
-141.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.3% | +5.0% | +5.3% |
| 7D | +2.4% | -0.6% | +3.0% | +2.4% |
| 30D | -17.3% | -4.6% | -12.7% | -17.4% |
| 3M | -17.2% | +32.8% | -50.0% | -20.7% |
| 6M | -43.4% | +64.6% | -108.0% | -42.9% |
| YTD | -36.0% | +62.6% | -98.6% | -34.9% |
| All | -84.3% | +57.3% | -141.6% | -85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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