+267.7%
FROG vs LTH
+268.4%
-0.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -1.3% | +36.6% | +35.5% |
| 7D | +7.0% | +4.5% | +2.5% | +6.0% |
| 30D | +2.9% | +16.3% | -13.5% | 0.0% |
| 3M | +21.6% | +8.4% | +13.2% | +19.6% |
| 6M | +87.7% | +40.3% | +47.4% | +74.8% |
| YTD | +61.7% | +77.3% | -15.6% | +41.5% |
| 1Y | +113.7% | +88.0% | +25.7% | +84.5% |
| 3Y | +267.7% | +274.3% | -6.5% | +202.2% |
| All | +267.7% | +268.4% | -0.7% | +202.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling