-82.4%
FRMI vs LII
-26.6%
-55.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -1.4% | +12.9% | +11.9% |
| 7D | +23.3% | +2.1% | +21.2% | +22.5% |
| 30D | -7.6% | -12.4% | +4.8% | -3.7% |
| 3M | +0.2% | -24.8% | +25.0% | +7.8% |
| 6M | -28.7% | -25.2% | -3.5% | -23.3% |
| YTD | -28.6% | -20.3% | -8.4% | -23.9% |
| All | -82.4% | -26.6% | -55.9% | -81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 5y: compounded portfolio wealth divided by compounded LII 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…
5y analysis · Full analysis span regression · 6 months rolling