+74.8%
FROG vs LH
+16.9%
+57.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.8% | +0.9% |
| 7D | -4.8% | -3.2% | -1.6% | -4.1% |
| 30D | -0.9% | +0.1% | -1.1% | -0.9% |
| 3M | +7.5% | +18.6% | -11.2% | +3.8% |
| 6M | +107.0% | +17.9% | +89.1% | +101.3% |
| YTD | +39.8% | +28.9% | +10.9% | +29.0% |
| 1Y | +74.8% | +16.6% | +58.2% | +58.0% |
| All | +74.8% | +16.9% | +57.9% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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