-95.2%
FRMI vs LDOS
-28.2%
-67.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +2.0% |
| 7D | -39.8% | -7.2% | -32.6% | -40.9% |
| 30D | -60.5% | +16.8% | -77.3% | -58.7% |
| 3M | -74.6% | -1.6% | -73.0% | -74.4% |
| 6M | -71.8% | -1.0% | -70.8% | -70.2% |
| YTD | -80.4% | -25.8% | -54.6% | -78.6% |
| 1Y | -93.9% | -31.1% | -62.8% | -93.8% |
| All | -95.2% | -28.2% | -67.0% | -94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 10y: compounded portfolio wealth divided by compounded LDOS 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…
10y analysis · Full analysis span regression · 6 months rolling