+267.7%
FROG vs LCID
-93.0%
+360.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | +10.4% | +24.9% | +34.0% |
| 7D | +7.0% | +8.9% | -2.0% | +6.2% |
| 30D | +2.9% | -15.4% | +18.3% | +4.7% |
| 3M | +21.6% | -52.9% | +74.5% | +30.6% |
| 6M | +87.7% | -46.8% | +134.5% | +96.2% |
| YTD | +61.7% | -68.9% | +130.5% | +76.1% |
| 1Y | +113.7% | -81.7% | +195.4% | +141.7% |
| 3Y | +267.7% | -92.4% | +360.1% | +334.1% |
| All | +267.7% | -93.0% | +360.7% | +334.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling