+85.4%
FROG vs LII
-26.0%
+111.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.6% | -6.0% | -2.2% |
| 7D | -14.1% | +7.9% | -22.0% | -13.8% |
| 30D | -11.8% | -0.6% | -11.2% | -11.6% |
| 3M | +0.1% | -19.3% | +19.5% | +0.1% |
| 6M | +64.2% | -29.8% | +94.1% | +64.6% |
| YTD | +38.2% | -25.4% | +63.6% | +34.7% |
| 1Y | +85.4% | -26.2% | +111.6% | +82.1% |
| All | +85.4% | -26.0% | +111.4% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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