+58.5%
LHX vs FROG
+22.9%
+35.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -1.6% |
| 7D | -2.0% | -11.3% | +9.3% | -1.7% |
| 30D | -9.9% | +3.6% | -13.6% | -10.0% |
| 3M | -16.5% | +1.7% | -18.2% | -16.6% |
| 6M | -29.6% | +123.5% | -153.1% | -31.1% |
| YTD | -11.6% | +40.2% | -51.8% | -12.7% |
| 1Y | -4.1% | +81.0% | -85.1% | -6.1% |
| 3Y | +53.3% | +194.8% | -141.5% | +46.1% |
| 5Y | +22.3% | +131.8% | -109.5% | +15.9% |
| All | +58.5% | +22.9% | +35.6% | +53.8% |
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 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