-95.2%
FRMI vs LSCC
+44.7%
-139.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.1% | -4.5% | -0.8% |
| 7D | -39.8% | +13.0% | -52.8% | -43.6% |
| 30D | -60.5% | -19.8% | -40.6% | -56.1% |
| 3M | -74.6% | -18.4% | -56.2% | -72.2% |
| 6M | -71.8% | -16.1% | -55.7% | -70.3% |
| YTD | -80.4% | +42.7% | -123.1% | -84.5% |
| 1Y | -93.9% | +68.0% | -161.9% | -95.1% |
| All | -95.2% | +44.7% | -139.8% | -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 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