-82.4%
FRMI vs LTH
+54.5%
-137.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -1.8% | +13.3% | +11.6% |
| 7D | +23.3% | +1.5% | +21.8% | +23.1% |
| 30D | -7.6% | -3.1% | -4.5% | -7.7% |
| 3M | +0.2% | +28.1% | -27.9% | -4.0% |
| 6M | -28.7% | +67.4% | -96.1% | -26.5% |
| YTD | -28.6% | +59.8% | -88.4% | -27.3% |
| All | -82.4% | +54.5% | -137.0% | -84.0% |
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