+37.1%
LLY vs FRMI
-78.0%
+115.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | 0.0% |
| 7D | -3.1% | +15.9% | -19.0% | -2.7% |
| 30D | -8.6% | -6.0% | -2.7% | -8.6% |
| 3M | -1.6% | -1.6% | 0.0% | -1.2% |
| 6M | +11.8% | -30.7% | +42.5% | +11.5% |
| YTD | +5.1% | -30.9% | +36.0% | +5.0% |
| All | +37.1% | -78.0% | +115.1% | +33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling