+128.0%
LIN vs FROG
+55.2%
+72.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.8% |
| 7D | +0.2% | +48.2% | -48.0% | -1.7% |
| 30D | +6.2% | +11.4% | -5.2% | +5.3% |
| 3M | +9.3% | +28.5% | -19.2% | +7.5% |
| 6M | +4.4% | +63.7% | -59.4% | +0.8% |
| YTD | +23.7% | +77.1% | -53.3% | +18.0% |
| 1Y | +23.5% | +79.3% | -55.9% | +17.5% |
| 3Y | +35.8% | +323.8% | -288.0% | +18.0% |
| 5Y | +65.9% | +198.9% | -133.0% | +41.7% |
| All | +128.0% | +55.2% | +72.9% | +96.7% |
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