+33.9%
FROG vs LCID
-95.5%
+129.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.8% |
| 7D | -5.5% | +1.8% | -7.3% | -5.8% |
| 30D | -3.1% | -34.2% | +31.1% | +2.9% |
| 3M | +1.2% | -9.1% | +10.4% | +0.1% |
| 6M | +113.7% | -52.6% | +166.3% | +132.0% |
| YTD | +38.9% | -56.2% | +95.1% | +51.2% |
| 1Y | +72.0% | -74.9% | +146.9% | +102.1% |
| 3Y | +217.1% | -92.1% | +309.2% | +309.7% |
| 5Y | +130.6% | -97.6% | +228.2% | +246.4% |
| All | +33.9% | -95.5% | +129.4% | +129.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded LCID 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling