+75.3%
FROG vs LBRT
+54.6%
+20.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.6% |
| 7D | +12.5% | +9.2% | +3.3% | +11.6% |
| 30D | +23.5% | -27.5% | +51.1% | +26.5% |
| 3M | +19.4% | -37.9% | +57.3% | +23.4% |
| 6M | +77.0% | -60.7% | +137.7% | +87.9% |
| YTD | +81.9% | -28.5% | +110.4% | +84.2% |
| 1Y | +90.7% | -13.2% | +103.9% | +90.2% |
| 3Y | +328.5% | -28.8% | +357.3% | +324.0% |
| 5Y | +207.0% | +28.0% | +179.1% | +204.1% |
| All | +75.3% | +54.6% | +20.7% | +80.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling