+61.8%
FROG vs LUMN
-62.6%
+124.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -11.0% | -2.6% | -12.2% |
| 7D | -24.5% | -16.9% | -7.6% | -22.8% |
| 30D | -24.3% | -32.7% | +8.4% | -21.3% |
| 3M | -11.7% | -34.5% | +22.8% | -8.1% |
| 6M | +37.1% | -56.9% | +94.0% | +45.0% |
| YTD | +19.5% | -48.8% | +68.2% | +23.8% |
| 1Y | +61.8% | -63.4% | +125.1% | +70.9% |
| All | +61.8% | -62.6% | +124.4% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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