+67.0%
FROG vs LDOS
+64.9%
+2.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.3% | +4.8% | +6.7% |
| 7D | +27.1% | -5.8% | +32.9% | +28.5% |
| 30D | +5.8% | +11.6% | -5.8% | +2.8% |
| 3M | +20.8% | -1.0% | +21.8% | +20.6% |
| 6M | +53.3% | +5.1% | +48.3% | +50.5% |
| YTD | +73.2% | -24.0% | +97.2% | +83.1% |
| 1Y | +80.3% | -30.3% | +110.6% | +93.9% |
| 3Y | +318.3% | +37.0% | +281.4% | +283.6% |
| 5Y | +179.9% | +53.4% | +126.5% | +147.4% |
| All | +67.0% | +64.9% | +2.0% | +37.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling