-92.0%
FRMI vs LDOS
-29.3%
-62.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | -0.4% | +27.1% | +26.6% |
| 7D | +66.2% | -1.6% | +67.9% | +65.6% |
| 30D | -17.4% | +8.2% | -25.6% | -15.5% |
| 3M | -60.5% | -8.2% | -52.3% | -60.5% |
| 6M | -56.5% | +5.8% | -62.3% | -54.4% |
| YTD | -67.4% | -27.0% | -40.4% | -64.6% |
| 1Y | -85.1% | -31.0% | -54.1% | -84.6% |
| All | -92.0% | -29.3% | -62.7% | -91.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling