+55.9%
FROG vs LDOS
+61.2%
-5.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -2.3% | +37.6% | +35.8% |
| 7D | +7.0% | -7.2% | +14.2% | +8.4% |
| 30D | +2.9% | +16.8% | -14.0% | -1.2% |
| 3M | +21.6% | -1.6% | +23.2% | +21.5% |
| 6M | +87.7% | -1.0% | +88.6% | +86.4% |
| YTD | +61.7% | -25.8% | +87.4% | +71.6% |
| 1Y | +113.7% | -31.1% | +144.8% | +130.4% |
| 3Y | +267.7% | +32.8% | +234.9% | +239.3% |
| 5Y | +158.8% | +49.4% | +109.4% | +129.8% |
| All | +55.9% | +61.2% | -5.3% | +29.2% |
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