+74.0%
LLY vs FRMI
-91.8%
+165.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +13.8% | -14.5% | -0.4% |
| 7D | +4.6% | +34.6% | -30.1% | +5.3% |
| 30D | +22.4% | -44.6% | +67.0% | +20.6% |
| 3M | +17.1% | -72.9% | +90.0% | +13.8% |
| 6M | +44.6% | -62.3% | +107.0% | +42.1% |
| YTD | +33.5% | -74.3% | +107.7% | +30.2% |
| 1Y | +41.1% | -90.5% | +131.7% | +34.9% |
| All | +74.0% | -91.8% | +165.8% | +65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling