+944.5%
LITE vs FRSH
-70.6%
+1,015.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.7% | +8.7% | +4.9% |
| 7D | -1.5% | -8.2% | +6.6% | 0.0% |
| 30D | +6.7% | +10.5% | -3.8% | +4.0% |
| 3M | -6.8% | +32.7% | -39.5% | -13.4% |
| 6M | +29.4% | +50.3% | -20.9% | +15.8% |
| YTD | +139.1% | +3.9% | +135.2% | +130.6% |
| 1Y | +521.0% | -2.2% | +523.1% | +505.9% |
| 3Y | +1,535.3% | -42.9% | +1,578.2% | +1,662.2% |
| All | +944.5% | -70.6% | +1,015.1% | +962.2% |
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