-82.4%
FRMI vs LDOS
-30.2%
-52.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -2.9% | +14.4% | +11.0% |
| 7D | +23.3% | -7.1% | +30.5% | +21.8% |
| 30D | -7.6% | -6.1% | -1.6% | -8.5% |
| 3M | +0.2% | +5.6% | -5.4% | +3.4% |
| 6M | -28.7% | -26.9% | -1.8% | -25.1% |
| YTD | -28.6% | -27.9% | -0.7% | -23.5% |
| All | -82.4% | -30.2% | -52.2% | -81.7% |
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