+85.4%
FROG vs LBRT
-25.0%
+110.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -11.2% | +8.8% | -1.5% |
| 7D | -14.1% | -25.3% | +11.3% | -12.2% |
| 30D | -11.8% | -32.9% | +21.1% | -9.8% |
| 3M | +0.1% | -33.3% | +33.5% | +2.2% |
| 6M | +64.2% | -61.0% | +125.2% | +68.1% |
| YTD | +38.2% | -28.0% | +66.2% | +41.1% |
| 1Y | +85.4% | -21.5% | +106.9% | +85.6% |
| All | +85.4% | -25.0% | +110.4% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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