+22.2%
LII vs FRSH
-72.1%
+94.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.6% |
| 7D | -2.3% | -8.9% | +6.6% | -0.9% |
| 30D | -1.7% | -13.2% | +11.5% | +0.2% |
| 3M | -18.3% | +0.9% | -19.2% | -18.8% |
| 6M | -32.3% | +40.3% | -72.6% | -36.7% |
| YTD | -27.1% | -1.4% | -25.7% | -28.3% |
| 1Y | -27.2% | +3.8% | -31.0% | -29.1% |
| 3Y | -8.9% | -30.8% | +21.8% | -7.1% |
| 5Y | +19.7% | -68.5% | +88.2% | +20.8% |
| All | +22.2% | -72.1% | +94.3% | +24.8% |
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