+113.7%
FROG vs LDOS
-31.2%
+144.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -2.3% | +37.6% | +35.9% |
| 7D | +7.0% | -7.2% | +14.2% | +8.9% |
| 30D | +2.9% | +16.8% | -14.0% | -3.8% |
| 3M | +21.6% | -1.6% | +23.2% | +21.3% |
| 6M | +87.7% | -1.0% | +88.6% | +88.0% |
| YTD | +61.7% | -25.8% | +87.4% | +87.1% |
| 1Y | +113.7% | -31.1% | +144.8% | +176.0% |
| All | +113.7% | -31.2% | +144.9% | +176.0% |
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