+720.7%
LITE vs FROG
+45.3%
+675.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.5% | -0.7% |
| 7D | -13.9% | +17.0% | -30.9% | -17.5% |
| 30D | -46.9% | +1.3% | -48.2% | -47.2% |
| 3M | -28.0% | +17.5% | -45.5% | -31.2% |
| 6M | -35.2% | +46.8% | -82.0% | -41.3% |
| YTD | +58.9% | +65.8% | -6.9% | +36.1% |
| 1Y | +125.3% | +61.0% | +64.3% | +94.4% |
| 3Y | +1,344.4% | +296.7% | +1,047.7% | +861.8% |
| 5Y | +541.2% | +177.8% | +363.3% | +329.0% |
| All | +720.7% | +45.3% | +675.4% | +468.4% |
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