-82.4%
FRMI vs LNT
+5.0%
-87.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +0.9% | +10.6% | +11.4% |
| 7D | +23.3% | +1.0% | +22.3% | +23.2% |
| 30D | -7.6% | -1.1% | -6.5% | -7.6% |
| 3M | +0.2% | -3.6% | +3.8% | -0.4% |
| 6M | -28.7% | -2.7% | -26.1% | -29.0% |
| YTD | -28.6% | +8.0% | -36.6% | -26.7% |
| All | -82.4% | +5.0% | -87.5% | -80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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