+35.6%
LII vs FRSH
-70.6%
+106.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.7% | +5.9% | +1.9% |
| 7D | -0.7% | -8.2% | +7.4% | +0.5% |
| 30D | -12.6% | +10.5% | -23.1% | -14.1% |
| 3M | -24.4% | +32.7% | -57.2% | -28.1% |
| 6M | -28.7% | +50.3% | -79.0% | -34.1% |
| YTD | -19.1% | +3.9% | -23.1% | -20.8% |
| 1Y | -29.7% | -2.2% | -27.5% | -30.5% |
| 3Y | +4.8% | -42.9% | +47.7% | +10.9% |
| All | +35.6% | -70.6% | +106.2% | +37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling