-1.7%
LII vs FRSH
-46.2%
+44.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.3% |
| 7D | +0.5% | -9.6% | +10.0% | +1.7% |
| 30D | -11.2% | -0.4% | -10.8% | -11.3% |
| 3M | -28.8% | +27.2% | -56.0% | -31.3% |
| 6M | -26.9% | +42.2% | -69.1% | -31.2% |
| YTD | -22.2% | -2.6% | -19.6% | -21.6% |
| 1Y | -32.0% | -10.2% | -21.8% | -30.4% |
| All | -1.7% | -46.2% | +44.5% | +12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling