-69.3%
FRSH vs LTH
+180.7%
-250.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.8% |
| 7D | +4.6% | -1.3% | +5.9% | +5.0% |
| 30D | -7.5% | +15.7% | -23.1% | -13.1% |
| 3M | -0.1% | +5.0% | -5.1% | -2.8% |
| 6M | +54.5% | +37.7% | +16.8% | +34.0% |
| YTD | +3.4% | +75.0% | -71.6% | -20.2% |
| 1Y | +6.4% | +82.6% | -76.3% | -19.6% |
| 3Y | -26.3% | +241.3% | -267.6% | -60.6% |
| 5Y | -66.4% | +135.4% | -201.8% | -81.7% |
| All | -69.3% | +180.7% | -250.1% | -82.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling