+37.1%
FROG vs LBRT
-66.4%
+103.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -13.7% | +0.1% | -10.2% |
| 7D | -24.5% | -34.8% | +10.3% | -17.6% |
| 30D | -24.3% | -43.6% | +19.3% | -16.5% |
| 3M | -11.7% | -41.2% | +29.5% | -3.8% |
| 6M | +37.1% | -66.1% | +103.2% | +83.9% |
| All | +37.1% | -66.4% | +103.5% | +83.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling