+125.3%
FROG vs LII
+25.3%
+100.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.2% | -4.5% | -3.7% |
| 7D | -11.3% | -0.7% | -10.6% | -11.1% |
| 30D | +3.6% | -12.6% | +16.3% | +8.1% |
| 3M | +1.7% | -24.4% | +26.1% | +9.5% |
| 6M | +123.5% | -28.7% | +152.2% | +143.4% |
| YTD | +40.2% | -19.1% | +59.4% | +43.4% |
| 1Y | +81.0% | -29.7% | +110.7% | +95.6% |
| 3Y | +194.8% | +4.8% | +190.0% | +142.4% |
| All | +125.3% | +25.3% | +100.0% | +39.4% |
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