+127.5%
LIN vs FROG
+4.7%
+122.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -13.6% | +12.9% | 0.0% |
| 7D | +3.6% | -24.5% | +28.1% | +4.9% |
| 30D | +6.4% | -24.3% | +30.6% | +7.6% |
| 3M | +6.5% | -11.7% | +18.2% | +6.7% |
| 6M | +4.9% | +37.1% | -32.3% | +1.7% |
| YTD | +23.4% | +19.5% | +4.0% | +20.1% |
| 1Y | +26.3% | +61.8% | -35.5% | +19.7% |
| 3Y | +38.0% | +178.1% | -140.1% | +22.6% |
| 5Y | +68.0% | +91.2% | -23.2% | +46.5% |
| All | +127.5% | +4.7% | +122.8% | +100.2% |
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