-90.5%
FRMI vs LTH
+77.7%
-168.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -4.2% | +18.0% | +13.9% |
| 7D | +34.6% | -4.6% | +39.3% | +34.8% |
| 30D | -44.6% | +14.8% | -59.4% | -46.0% |
| 3M | -72.9% | +3.9% | -76.8% | -73.0% |
| 6M | -62.3% | +35.5% | -97.8% | -66.4% |
| YTD | -74.3% | +71.3% | -145.6% | -78.0% |
| 1Y | -90.5% | +75.7% | -166.2% | -91.9% |
| All | -90.5% | +77.7% | -168.2% | -91.9% |
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