+70.7%
FROG vs LII
+36.3%
+34.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | +48.2% | -0.2% | +48.4% | +48.1% |
| 30D | +11.4% | -0.6% | +12.0% | +11.0% |
| 3M | +28.5% | -17.0% | +45.5% | +34.9% |
| 6M | +63.7% | -31.1% | +94.9% | +79.1% |
| YTD | +77.1% | -27.7% | +104.7% | +86.1% |
| 1Y | +79.3% | -26.2% | +105.5% | +86.8% |
| 3Y | +323.8% | -9.6% | +333.4% | +279.0% |
| 5Y | +198.9% | +15.7% | +183.3% | +113.4% |
| All | +70.7% | +36.3% | +34.4% | +4.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling