+167.4%
FROG vs LII
+19.9%
+147.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -2.0% | +37.3% | +35.9% |
| 7D | +7.0% | -0.6% | +7.6% | +6.9% |
| 30D | +2.9% | -4.6% | +7.5% | +3.7% |
| 3M | +21.6% | -21.2% | +42.8% | +29.9% |
| 6M | +87.7% | -36.4% | +124.1% | +111.3% |
| YTD | +61.7% | -28.9% | +90.6% | +70.7% |
| 1Y | +113.7% | -29.5% | +143.2% | +126.3% |
| 3Y | +267.7% | -8.6% | +276.3% | +213.7% |
| All | +167.4% | +19.9% | +147.4% | +67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling