+25.7%
LIN vs FROG
+118.5%
-92.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +35.3% | -36.5% | -0.3% |
| 7D | +0.2% | +7.0% | -6.8% | +0.6% |
| 30D | +6.5% | +2.9% | +3.6% | +6.8% |
| 3M | +5.5% | +21.6% | -16.1% | +6.2% |
| 6M | +3.3% | +87.7% | -84.3% | +4.1% |
| YTD | +22.0% | +61.7% | -39.6% | +23.1% |
| 1Y | +25.7% | +113.7% | -87.9% | +24.8% |
| All | +25.7% | +118.5% | -92.8% | +24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling