-95.3%
FRMI vs LII
-33.4%
-61.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.4% | -6.8% | -7.2% |
| 7D | -24.3% | +0.4% | -24.7% | -24.3% |
| 30D | -55.1% | -2.4% | -52.7% | -55.3% |
| 3M | -73.8% | -17.5% | -56.3% | -72.5% |
| 6M | -70.6% | -32.8% | -37.7% | -67.5% |
| YTD | -80.8% | -27.7% | -53.1% | -79.1% |
| 1Y | -93.9% | -28.1% | -65.8% | -93.3% |
| All | -95.3% | -33.4% | -61.9% | -94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling