+33.7%
LII vs FRSH
-72.0%
+105.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.9% | +3.6% | -0.6% |
| 7D | +2.1% | -10.1% | +12.2% | +3.7% |
| 30D | -12.4% | +2.2% | -14.6% | -12.8% |
| 3M | -24.8% | +28.6% | -53.4% | -28.2% |
| 6M | -25.2% | +40.2% | -65.4% | -30.1% |
| YTD | -20.3% | -1.2% | -19.0% | -21.3% |
| 1Y | -32.9% | -7.9% | -25.0% | -33.1% |
| 3Y | +2.0% | -44.7% | +46.8% | +8.5% |
| All | +33.7% | -72.0% | +105.8% | +37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling