+14.9%
LLY vs FRMI
-45.9%
+60.8%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.3% | -6.2% | -0.9% |
| 7D | -2.1% | +2.4% | -4.5% | -2.1% |
| 30D | -1.6% | -17.3% | +15.7% | -1.6% |
| 3M | +2.3% | -17.2% | +19.4% | +2.3% |
| 6M | +14.9% | -43.4% | +58.3% | +15.9% |
| All | +14.9% | -45.9% | +60.8% | +15.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling