+133.0%
FROG vs LH
+28.2%
+104.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.8% | +1.1% |
| 7D | -4.8% | -3.2% | -1.6% | -3.7% |
| 30D | -0.9% | +0.1% | -1.1% | -1.0% |
| 3M | +7.5% | +18.6% | -11.2% | +1.2% |
| 6M | +107.0% | +17.9% | +89.1% | +95.2% |
| YTD | +39.8% | +28.9% | +10.9% | +26.9% |
| 1Y | +74.8% | +16.6% | +58.2% | +64.2% |
| 3Y | +219.3% | +63.6% | +155.7% | +157.2% |
| 5Y | +133.0% | +30.0% | +103.0% | +102.6% |
| All | +133.0% | +28.2% | +104.8% | +102.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling