+318.3%
FROG vs LII
-8.9%
+327.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.2% | +4.9% | +6.8% |
| 7D | +27.1% | -1.2% | +28.3% | +27.3% |
| 30D | +5.8% | -2.0% | +7.8% | +5.9% |
| 3M | +20.8% | -20.2% | +41.1% | +25.0% |
| 6M | +53.3% | -32.5% | +85.9% | +62.1% |
| YTD | +73.2% | -27.4% | +100.6% | +76.9% |
| 1Y | +80.3% | -28.2% | +108.5% | +84.7% |
| 3Y | +318.3% | -7.2% | +325.6% | +246.5% |
| All | +318.3% | -8.9% | +327.3% | +246.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling