-93.9%
FRMI vs LUMN
-63.6%
-30.3%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.4% | +2.5% |
| 7D | -39.8% | -18.2% | -21.6% | -32.1% |
| 30D | -60.5% | -32.5% | -28.0% | -50.5% |
| 3M | -74.6% | -32.4% | -42.3% | -69.0% |
| 6M | -71.8% | -59.3% | -12.4% | -54.5% |
| YTD | -80.4% | -48.6% | -31.7% | -72.9% |
| 1Y | -93.9% | -63.5% | -30.3% | -90.9% |
| All | -93.9% | -63.6% | -30.3% | -90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 1y: compounded portfolio wealth divided by compounded LUMN 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…
1y analysis · Full analysis span regression · 6 months rolling