-46.5%
FRSH vs LH
+58.7%
-105.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.5% |
| 7D | -6.6% | -4.7% | -1.9% | -4.7% |
| 30D | +2.1% | -3.5% | +5.6% | +3.7% |
| 3M | +29.0% | +17.7% | +11.3% | +19.8% |
| 6M | +48.6% | +15.8% | +32.9% | +38.9% |
| YTD | -2.9% | +25.1% | -28.0% | -13.4% |
| 1Y | -7.9% | +12.5% | -20.4% | -13.5% |
| 3Y | -46.5% | +59.8% | -106.3% | -57.7% |
| All | -46.5% | +58.7% | -105.2% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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