+85.4%
FROG vs LDOS
-27.6%
+113.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.6% |
| 7D | -14.1% | -2.8% | -11.3% | -13.6% |
| 30D | -11.8% | +13.6% | -25.4% | -16.3% |
| 3M | +0.1% | +4.2% | -4.1% | -1.6% |
| 6M | +64.2% | -8.2% | +72.4% | +71.8% |
| YTD | +38.2% | -24.1% | +62.3% | +59.4% |
| 1Y | +85.4% | -31.2% | +116.6% | +159.7% |
| All | +85.4% | -27.6% | +113.0% | +159.7% |
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