+108.4%
LIN vs FROG
+22.9%
+85.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.4% | -0.8% |
| 7D | -2.1% | -11.3% | +9.2% | -1.5% |
| 30D | -2.4% | +3.6% | -6.1% | -2.8% |
| 3M | -5.6% | +1.7% | -7.2% | -6.0% |
| 6M | -3.4% | +123.5% | -126.9% | -8.9% |
| YTD | +13.1% | +40.2% | -27.1% | +9.5% |
| 1Y | +2.5% | +81.0% | -78.5% | -3.1% |
| 3Y | +27.6% | +194.8% | -167.1% | +13.6% |
| 5Y | +63.0% | +131.8% | -68.8% | +41.2% |
| All | +108.4% | +22.9% | +85.5% | +82.5% |
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