+19.8%
LEN vs FROG
+22.9%
-3.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.6% |
| 7D | -3.2% | -11.3% | +8.1% | -1.8% |
| 30D | -4.9% | +3.6% | -8.5% | -5.6% |
| 3M | -8.5% | +1.7% | -10.2% | -9.4% |
| 6M | -20.7% | +123.5% | -144.2% | -30.2% |
| YTD | -17.4% | +40.2% | -57.7% | -23.2% |
| 1Y | -38.2% | +81.0% | -119.2% | -45.4% |
| 3Y | -24.9% | +194.8% | -219.6% | -42.8% |
| 5Y | -11.4% | +131.8% | -143.3% | -34.4% |
| All | +19.8% | +22.9% | -3.1% | -2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling