-94.4%
FRMI vs LSCC
+69.1%
-163.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.5% | +10.4% | +7.2% | +12.2% |
| 7D | -0.5% | +14.5% | -15.0% | -6.3% |
| 30D | -44.3% | -0.1% | -44.3% | -44.4% |
| 3M | -74.6% | -2.7% | -71.9% | -74.3% |
| 6M | -66.3% | -4.8% | -61.5% | -66.6% |
| YTD | -77.4% | +66.9% | -144.2% | -83.4% |
| 1Y | -91.7% | +85.8% | -177.6% | -93.8% |
| All | -94.4% | +69.1% | -163.5% | -95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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