+171.7%
FROG vs LDOS
+35.4%
+136.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.1% | -13.7% | -13.6% |
| 7D | -24.5% | -3.7% | -20.8% | -24.0% |
| 30D | -24.3% | +16.4% | -40.6% | -27.2% |
| 3M | -11.7% | +7.4% | -19.1% | -13.3% |
| 6M | +37.1% | -0.3% | +37.5% | +36.4% |
| YTD | +19.5% | -24.0% | +43.5% | +27.2% |
| 1Y | +61.8% | -29.6% | +91.4% | +74.5% |
| All | +171.7% | +35.4% | +136.4% | +163.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling