+594.1%
LITE vs FRSH
-72.5%
+666.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.6% |
| 7D | -13.9% | -16.0% | +2.1% | -10.9% |
| 30D | -46.9% | -14.7% | -32.3% | -45.2% |
| 3M | -28.0% | -0.8% | -27.2% | -28.4% |
| 6M | -35.2% | +34.5% | -69.8% | -40.5% |
| YTD | +58.9% | -3.0% | +61.9% | +55.1% |
| 1Y | +125.3% | +4.9% | +120.5% | +114.9% |
| 3Y | +1,344.4% | -31.9% | +1,376.3% | +1,403.1% |
| 5Y | +541.2% | -68.7% | +609.9% | +554.4% |
| All | +594.1% | -72.5% | +666.6% | +614.4% |
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