+75.3%
FROG vs LII
+37.9%
+37.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.4% |
| 7D | +12.5% | +2.9% | +9.6% | +11.7% |
| 30D | +23.5% | +0.9% | +22.6% | +22.6% |
| 3M | +19.4% | -15.5% | +34.9% | +24.7% |
| 6M | +77.0% | -30.2% | +107.2% | +92.9% |
| YTD | +81.9% | -26.8% | +108.7% | +90.5% |
| 1Y | +90.7% | -25.3% | +115.9% | +97.9% |
| 3Y | +328.5% | -7.8% | +336.3% | +280.5% |
| 5Y | +207.0% | +17.0% | +190.1% | +118.5% |
| All | +75.3% | +37.9% | +37.4% | +6.6% |
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