+59.8%
FROG vs LII
+36.3%
+23.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.8% | -4.2% |
| 7D | +17.0% | +0.4% | +16.6% | +16.8% |
| 30D | +1.3% | -2.4% | +3.7% | +1.5% |
| 3M | +17.5% | -17.5% | +35.0% | +23.5% |
| 6M | +46.8% | -32.8% | +79.6% | +61.9% |
| YTD | +65.8% | -27.7% | +93.5% | +74.2% |
| 1Y | +61.0% | -28.1% | +89.1% | +69.4% |
| 3Y | +296.7% | -9.7% | +306.4% | +254.9% |
| 5Y | +177.8% | +19.5% | +158.3% | +97.0% |
| All | +59.8% | +36.3% | +23.5% | -2.5% |
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