+81.0%
FROG vs LUMN
+42.5%
+38.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -3.2% |
| 7D | -11.3% | +12.1% | -23.4% | -12.0% |
| 30D | +3.6% | +11.3% | -7.7% | +2.9% |
| 3M | +1.7% | -31.6% | +33.3% | +3.3% |
| 6M | +123.5% | -2.7% | +126.3% | +119.0% |
| YTD | +40.2% | -12.9% | +53.1% | +38.5% |
| 1Y | +81.0% | +36.2% | +44.8% | +72.5% |
| All | +81.0% | +42.5% | +38.5% | +72.5% |
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