+29.4%
LII vs FRSH
-72.6%
+101.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -3.5% | -11.2% | +7.7% | -1.8% |
| 30D | -13.5% | -0.8% | -12.7% | -13.5% |
| 3M | -26.0% | +26.4% | -52.4% | -29.1% |
| 6M | -26.8% | +48.4% | -75.2% | -32.3% |
| YTD | -22.9% | -3.1% | -19.8% | -23.6% |
| 1Y | -32.6% | -8.7% | -23.9% | -32.7% |
| 3Y | -1.3% | -45.8% | +44.5% | +5.3% |
| All | +29.4% | -72.6% | +101.9% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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