-22.5%
LEN vs FROG
+83.7%
-106.2%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.4% | +9.5% | +7.0% |
| 7D | +10.5% | -14.1% | +24.5% | +10.3% |
| 30D | +24.6% | -11.8% | +36.4% | +24.5% |
| 3M | +6.6% | +0.1% | +6.5% | +6.5% |
| 6M | +10.6% | +64.2% | -53.6% | +11.4% |
| YTD | -8.3% | +38.2% | -46.5% | -7.3% |
| 1Y | -22.5% | +85.4% | -107.9% | -23.8% |
| All | -22.5% | +83.7% | -106.2% | -23.8% |
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