+195.7%
FROG vs LII
+20.3%
+175.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.8% | +5.0% | +5.5% |
| 7D | +26.8% | -2.3% | +29.1% | +27.7% |
| 30D | +10.6% | -1.7% | +12.3% | +10.6% |
| 3M | +27.2% | -18.3% | +45.5% | +34.4% |
| 6M | +58.7% | -32.3% | +91.0% | +75.3% |
| YTD | +75.3% | -27.1% | +102.4% | +83.8% |
| 1Y | +71.1% | -27.2% | +98.3% | +79.4% |
| 3Y | +319.6% | -8.9% | +328.5% | +261.6% |
| 5Y | +195.7% | +19.7% | +176.0% | +85.9% |
| All | +195.7% | +20.3% | +175.4% | +85.9% |
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