+1.7%
LIN vs FRMI
-77.3%
+79.0%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +11.5% | -13.4% | -1.8% |
| 7D | -3.5% | +23.3% | -26.8% | -3.3% |
| 30D | -4.1% | -7.6% | +3.5% | -4.1% |
| 3M | -6.4% | +0.2% | -6.6% | -6.2% |
| 6M | -2.4% | -28.7% | +26.3% | -2.5% |
| YTD | +10.9% | -28.6% | +39.6% | +11.6% |
| All | +1.7% | -77.3% | +79.0% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 10y: compounded portfolio wealth divided by compounded FRMI 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…
10y analysis · Full analysis span regression · 6 months rolling