+15.2%
FROG vs LII
+36.6%
-21.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.8% | -10.7% | -12.8% |
| 7D | -24.5% | +0.2% | -24.7% | -24.6% |
| 30D | -24.3% | -4.6% | -19.6% | -23.5% |
| 3M | -11.7% | -21.7% | +9.9% | -5.6% |
| 6M | +37.1% | -32.8% | +69.9% | +51.1% |
| YTD | +19.5% | -27.5% | +47.0% | +25.6% |
| 1Y | +61.8% | -28.0% | +89.8% | +70.4% |
| 3Y | +178.1% | -7.2% | +185.3% | +146.0% |
| 5Y | +91.2% | +22.6% | +68.6% | +35.0% |
| All | +15.2% | +36.6% | -21.5% | -29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling