+35.2%
FROG vs LH
+114.0%
-78.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -2.9% |
| 7D | -11.3% | -2.5% | -8.8% | -10.6% |
| 30D | +3.6% | +4.3% | -0.7% | +2.3% |
| 3M | +1.7% | +25.5% | -23.9% | -5.3% |
| 6M | +123.5% | +17.0% | +106.6% | +112.8% |
| YTD | +40.2% | +31.3% | +9.0% | +28.2% |
| 1Y | +81.0% | +20.0% | +61.0% | +69.8% |
| 3Y | +194.8% | +63.9% | +130.9% | +146.1% |
| 5Y | +131.8% | +30.9% | +101.0% | +96.4% |
| All | +35.2% | +114.0% | -78.7% | -13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling