-71.3%
FRSH vs LTH
+150.3%
-221.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | -11.2% | -3.7% | -7.4% | -9.8% |
| 30D | -0.8% | -5.3% | +4.5% | +1.2% |
| 3M | +26.4% | +24.2% | +2.2% | +15.5% |
| 6M | +48.4% | +54.8% | -6.5% | +21.3% |
| YTD | -3.1% | +56.1% | -59.2% | -21.3% |
| 1Y | -8.7% | +45.5% | -54.2% | -23.9% |
| 3Y | -45.8% | +155.9% | -201.7% | -67.1% |
| All | -71.3% | +150.3% | -221.6% | -82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling