+606.6%
LITE vs FRSH
-72.2%
+678.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.8% | +11.5% | +10.8% |
| 7D | -12.9% | -15.5% | +2.6% | -10.0% |
| 30D | -46.0% | -13.7% | -32.2% | -44.4% |
| 3M | -33.0% | +1.4% | -34.5% | -33.7% |
| 6M | -34.0% | +36.0% | -70.1% | -39.5% |
| YTD | +61.7% | -2.0% | +63.7% | +57.6% |
| 1Y | +148.3% | +7.3% | +141.0% | +135.6% |
| 3Y | +1,408.5% | -29.6% | +1,438.1% | +1,459.2% |
| 5Y | +546.2% | -69.2% | +615.4% | +558.2% |
| All | +606.6% | -72.2% | +678.8% | +625.8% |
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