+34.6%
FROG vs LUMN
-25.5%
+60.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -1.8% |
| 7D | -0.5% | +2.5% | -3.0% | -0.7% |
| 30D | +1.3% | +10.3% | -9.0% | +0.3% |
| 3M | +11.1% | -18.3% | +29.3% | +12.9% |
| 6M | +108.3% | +4.4% | +104.0% | +104.9% |
| YTD | +39.6% | -10.7% | +50.3% | +38.4% |
| 1Y | +74.7% | +14.0% | +60.8% | +67.2% |
| 3Y | +224.1% | +406.6% | -182.5% | +154.8% |
| 5Y | +138.4% | -36.8% | +175.2% | +137.5% |
| All | +34.6% | -25.5% | +60.1% | +60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling