+215.5%
FROG vs LTH
+137.1%
+78.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.6% | +2.1% |
| 7D | +12.5% | -1.3% | +13.8% | +12.9% |
| 30D | +23.5% | +15.7% | +7.9% | +17.6% |
| 3M | +19.4% | +5.0% | +14.4% | +16.9% |
| 6M | +77.0% | +37.7% | +39.3% | +57.7% |
| YTD | +81.9% | +75.0% | +6.9% | +47.2% |
| 1Y | +90.7% | +82.6% | +8.0% | +51.9% |
| 3Y | +328.5% | +241.3% | +87.2% | +158.7% |
| All | +215.5% | +137.1% | +78.4% | +90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling