-28.1%
LEN vs FROG
+70.9%
-99.0%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.3% | -1.1% | -5.5% |
| 7D | +0.7% | +17.0% | -16.4% | +1.8% |
| 30D | +13.0% | +1.3% | +11.7% | +14.0% |
| 3M | +1.9% | +17.5% | -15.6% | +3.0% |
| 6M | -0.7% | +46.8% | -47.5% | +1.1% |
| YTD | -13.8% | +65.8% | -79.6% | -11.8% |
| 1Y | -28.1% | +61.0% | -89.1% | -26.2% |
| All | -28.1% | +70.9% | -99.0% | -26.2% |
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