+328.5%
FROG vs LCID
-92.2%
+420.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -9.2% | +11.9% | +3.9% |
| 7D | +12.5% | -10.2% | +22.7% | +13.7% |
| 30D | +23.5% | -10.2% | +33.7% | +25.1% |
| 3M | +19.4% | -54.1% | +73.5% | +28.6% |
| 6M | +77.0% | -53.8% | +130.8% | +87.6% |
| YTD | +81.9% | -72.0% | +153.9% | +100.2% |
| 1Y | +90.7% | -80.5% | +171.2% | +115.4% |
| 3Y | +328.5% | -92.6% | +421.1% | +408.9% |
| All | +328.5% | -92.2% | +420.7% | +408.9% |
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