+81.0%
FROG vs LTH
+54.1%
+26.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.4% |
| 7D | -11.3% | -0.6% | -10.6% | -11.2% |
| 30D | +3.6% | -4.6% | +8.2% | +4.1% |
| 3M | +1.7% | +32.8% | -31.1% | -1.6% |
| 6M | +123.5% | +64.6% | +58.9% | +99.8% |
| YTD | +40.2% | +62.6% | -22.4% | +26.0% |
| 1Y | +81.0% | +49.9% | +31.0% | +70.3% |
| All | +81.0% | +54.1% | +26.9% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling