+53.5%
LHX vs FROG
+24.4%
+29.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.8% |
| 7D | -4.8% | -2.2% | -2.6% | -4.8% |
| 30D | -12.7% | +3.0% | -15.7% | -12.8% |
| 3M | -17.6% | +10.3% | -28.0% | -17.9% |
| 6M | -30.7% | +116.7% | -147.4% | -32.2% |
| YTD | -14.3% | +41.9% | -56.3% | -15.4% |
| 1Y | -8.4% | +78.5% | -86.9% | -10.3% |
| 3Y | +56.7% | +224.1% | -167.5% | +48.9% |
| 5Y | +18.5% | +142.4% | -123.9% | +12.2% |
| All | +53.5% | +24.4% | +29.1% | +48.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling