-83.1%
FRMI vs LUMN
+14.7%
-97.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.2% |
| 7D | +7.4% | +2.5% | +4.9% | +6.1% |
| 30D | -27.6% | +10.3% | -38.0% | -31.1% |
| 3M | -20.9% | -18.3% | -2.6% | -14.5% |
| 6M | -36.6% | +4.4% | -41.0% | -35.9% |
| YTD | -31.3% | -10.7% | -20.6% | -29.5% |
| All | -83.1% | +14.7% | -97.8% | -81.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling