+91.2%
FROG vs LBRT
+1.0%
+90.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -13.7% | +0.1% | -11.7% |
| 7D | -24.5% | -34.8% | +10.3% | -20.0% |
| 30D | -24.3% | -43.6% | +19.3% | -18.5% |
| 3M | -11.7% | -41.2% | +29.5% | -5.8% |
| 6M | +37.1% | -66.1% | +103.2% | +55.5% |
| YTD | +19.5% | -37.9% | +57.3% | +23.8% |
| 1Y | +61.8% | -33.9% | +95.7% | +65.9% |
| 3Y | +178.1% | -40.9% | +219.0% | +178.7% |
| 5Y | +91.2% | +2.1% | +89.1% | +68.2% |
| All | +91.2% | +1.0% | +90.2% | +68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling