-75.0%
FRSH vs LH
+29.1%
-104.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.8% |
| 7D | -6.6% | -4.7% | -1.9% | -3.8% |
| 30D | +2.1% | -3.5% | +5.6% | +4.3% |
| 3M | +29.0% | +17.7% | +11.3% | +15.7% |
| 6M | +48.6% | +15.8% | +32.9% | +34.3% |
| YTD | -2.9% | +25.1% | -28.0% | -17.8% |
| 1Y | -7.9% | +12.5% | -20.4% | -16.4% |
| 3Y | -46.5% | +59.8% | -106.3% | -63.8% |
| All | -75.0% | +29.1% | -104.1% | -80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling