+76.0%
LLY vs FRMI
-89.6%
+165.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +26.7% | -25.6% | +1.7% |
| 7D | +6.6% | +66.2% | -59.6% | +7.9% |
| 30D | +19.4% | -17.4% | +36.8% | +18.8% |
| 3M | +19.6% | -60.5% | +80.0% | +17.1% |
| 6M | +42.6% | -56.5% | +99.1% | +40.7% |
| YTD | +35.0% | -67.4% | +102.3% | +32.4% |
| 1Y | +42.0% | -85.1% | +127.1% | +36.7% |
| All | +76.0% | -89.6% | +165.6% | +68.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling