-92.0%
FRMI vs LTH
+69.3%
-161.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +2.2% | +24.5% | +26.9% |
| 7D | +66.2% | -1.3% | +67.5% | +65.9% |
| 30D | -17.4% | +15.7% | -33.1% | -17.0% |
| 3M | -60.5% | +5.0% | -65.4% | -60.1% |
| 6M | -56.5% | +37.7% | -94.2% | -58.1% |
| YTD | -67.4% | +75.0% | -142.4% | -66.5% |
| 1Y | -85.1% | +82.6% | -167.7% | -83.6% |
| All | -92.0% | +69.3% | -161.3% | -92.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling