-74.9%
FRSH vs LH
+33.1%
-108.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.7% |
| 7D | -9.6% | -3.2% | -6.4% | -7.6% |
| 30D | -0.4% | +0.1% | -0.6% | -0.5% |
| 3M | +27.2% | +18.6% | +8.5% | +13.7% |
| 6M | +42.2% | +17.9% | +24.3% | +27.2% |
| YTD | -2.6% | +28.9% | -31.6% | -19.1% |
| 1Y | -10.2% | +16.6% | -26.8% | -20.3% |
| 3Y | -45.5% | +63.6% | -109.1% | -63.6% |
| All | -74.9% | +33.1% | -108.0% | -80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling