+77.6%
FROG vs LDOS
-31.4%
+109.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.4% | +8.2% | +6.3% |
| 7D | +26.8% | -1.3% | +28.2% | +26.9% |
| 30D | +10.6% | +10.1% | +0.5% | +6.2% |
| 3M | +27.2% | -4.7% | +31.8% | +28.0% |
| 6M | +58.7% | +5.6% | +53.1% | +54.8% |
| YTD | +75.3% | -25.1% | +100.4% | +100.7% |
| All | +77.6% | -31.4% | +109.0% | +108.8% |
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 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