-70.7%
FRSH vs LTH
+156.3%
-227.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.8% | -3.2% | -4.3% |
| 7D | -10.1% | +1.5% | -11.6% | -10.7% |
| 30D | +2.2% | -3.1% | +5.3% | +3.2% |
| 3M | +28.6% | +28.1% | +0.5% | +16.0% |
| 6M | +40.2% | +67.4% | -27.2% | +10.7% |
| YTD | -1.2% | +59.8% | -61.0% | -20.5% |
| 1Y | -7.9% | +45.6% | -53.5% | -23.2% |
| 3Y | -44.7% | +162.0% | -206.7% | -66.7% |
| All | -70.7% | +156.3% | -227.0% | -82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling