+81.0%
FROG vs LDOS
-24.0%
+105.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.5% |
| 7D | -11.3% | -5.4% | -5.9% | -9.6% |
| 30D | +3.6% | +4.9% | -1.2% | +2.3% |
| 3M | +1.7% | +7.2% | -5.5% | -0.5% |
| 6M | +123.5% | -24.2% | +147.8% | +157.1% |
| YTD | +40.2% | -25.8% | +66.1% | +62.4% |
| 1Y | +81.0% | -24.7% | +105.7% | +114.7% |
| All | +81.0% | -24.0% | +105.0% | +114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 1y: compounded portfolio wealth divided by compounded LDOS 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…
1y analysis · Full analysis span regression · 6 months rolling