-83.4%
FRMI vs LTH
+50.9%
-134.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.5% |
| 7D | +10.9% | -3.7% | +14.6% | +11.1% |
| 30D | -24.3% | -5.3% | -19.0% | -24.2% |
| 3M | -21.8% | +24.2% | -46.0% | -24.9% |
| 6M | -33.0% | +54.8% | -87.9% | -32.9% |
| YTD | -32.6% | +56.1% | -88.7% | -31.3% |
| All | -83.4% | +50.9% | -134.4% | -84.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling