-38.2%
LEN vs FROG
+83.7%
-122.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -1.0% |
| 7D | -3.2% | -11.3% | +8.1% | -3.1% |
| 30D | -4.9% | +3.6% | -8.5% | -5.0% |
| 3M | -8.5% | +1.7% | -10.2% | -8.5% |
| 6M | -20.7% | +123.5% | -144.2% | -20.4% |
| YTD | -17.4% | +40.2% | -57.7% | -16.6% |
| 1Y | -38.2% | +81.0% | -119.2% | -38.8% |
| All | -38.2% | +83.7% | -122.0% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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