+67.0%
FROG vs LCID
-96.5%
+163.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +9.4% | -2.3% | +5.6% |
| 7D | +27.1% | +20.0% | +7.1% | +23.9% |
| 30D | +5.8% | -5.0% | +10.8% | +6.8% |
| 3M | +20.8% | -48.9% | +69.7% | +33.1% |
| 6M | +53.3% | -43.2% | +96.6% | +62.2% |
| YTD | +73.2% | -65.9% | +139.1% | +95.7% |
| 1Y | +80.3% | -79.2% | +159.5% | +118.5% |
| 3Y | +318.3% | -90.4% | +408.7% | +418.8% |
| 5Y | +179.9% | -99.2% | +279.1% | +374.2% |
| All | +67.0% | -96.5% | +163.5% | +197.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling