+90.7%
FROG vs LDOS
-31.9%
+122.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.2% | +2.8% |
| 7D | +12.5% | -1.6% | +14.1% | +12.8% |
| 30D | +23.5% | +8.2% | +15.3% | +18.9% |
| 3M | +19.4% | -8.2% | +27.6% | +21.2% |
| 6M | +77.0% | +5.8% | +71.2% | +71.5% |
| YTD | +81.9% | -27.0% | +108.8% | +109.5% |
| 1Y | +90.7% | -31.0% | +121.7% | +124.4% |
| All | +90.7% | -31.9% | +122.6% | +124.4% |
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