+67.0%
FROG vs LBRT
+53.1%
+13.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +8.1% | -1.0% | +6.4% |
| 7D | +27.1% | -11.9% | +39.0% | +28.4% |
| 30D | +5.8% | -31.9% | +37.8% | +8.9% |
| 3M | +20.8% | -34.9% | +55.7% | +24.5% |
| 6M | +53.3% | -60.7% | +114.0% | +62.8% |
| YTD | +73.2% | -29.2% | +102.4% | +75.5% |
| 1Y | +80.3% | -23.6% | +103.9% | +81.6% |
| 3Y | +318.3% | -26.8% | +345.2% | +313.8% |
| 5Y | +179.9% | +16.3% | +163.6% | +176.1% |
| All | +67.0% | +53.1% | +13.9% | +71.8% |
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