-94.9%
FRMI vs LSCC
+56.9%
-151.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +8.4% | -2.7% | +1.6% |
| 7D | -24.7% | +19.3% | -44.0% | -31.1% |
| 30D | -51.6% | -9.6% | -42.0% | -49.3% |
| 3M | -73.1% | -12.4% | -60.7% | -71.5% |
| 6M | -68.3% | -10.5% | -57.8% | -67.7% |
| YTD | -79.3% | +54.8% | -134.0% | -84.2% |
| 1Y | -93.2% | +79.4% | -172.6% | -94.7% |
| All | -94.9% | +56.9% | -151.8% | -96.1% |
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