+36.9%
LLY vs FRMI
-78.6%
+115.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | -0.2% |
| 7D | -3.2% | +10.9% | -14.1% | -2.9% |
| 30D | -7.4% | -24.3% | +16.9% | -7.9% |
| 3M | -1.0% | -21.8% | +20.7% | -1.0% |
| 6M | +12.5% | -33.0% | +45.5% | +12.1% |
| YTD | +5.0% | -32.6% | +37.6% | +4.8% |
| All | +36.9% | -78.6% | +115.5% | +33.1% |
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