-92.0%
FRMI vs LSCC
+54.8%
-146.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | -5.5% | +32.2% | +29.3% |
| 7D | +66.2% | +7.0% | +59.3% | +59.7% |
| 30D | -17.4% | -2.3% | -15.1% | -17.7% |
| 3M | -60.5% | -12.5% | -47.9% | -58.3% |
| 6M | -56.5% | -10.6% | -45.9% | -56.0% |
| YTD | -67.4% | +52.7% | -120.1% | -75.2% |
| 1Y | -85.1% | +74.0% | -159.1% | -88.5% |
| All | -92.0% | +54.8% | -146.7% | -93.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling