-10.9%
LEN vs FROG
+125.4%
-136.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.8% | -3.7% |
| 7D | -2.9% | -5.5% | +2.6% | -2.2% |
| 30D | -8.9% | -3.1% | -5.7% | -8.8% |
| 3M | -10.9% | +1.2% | -12.1% | -11.7% |
| 6M | -19.7% | +113.7% | -133.3% | -29.2% |
| YTD | -20.6% | +38.9% | -59.4% | -26.1% |
| 1Y | -42.4% | +72.0% | -114.4% | -48.9% |
| 3Y | -26.5% | +217.1% | -243.7% | -47.1% |
| 5Y | -10.9% | +130.6% | -141.5% | -34.9% |
| All | -10.9% | +125.4% | -136.3% | -34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling