+131.9%
LITE vs FROG
+63.0%
+68.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.5% | -0.7% |
| 7D | -13.9% | +17.0% | -30.9% | -17.3% |
| 30D | -46.9% | +1.3% | -48.2% | -47.4% |
| 3M | -28.0% | +17.5% | -45.5% | -30.2% |
| 6M | -35.2% | +46.8% | -82.0% | -38.5% |
| YTD | +58.9% | +65.8% | -6.9% | +60.5% |
| All | +131.9% | +63.0% | +68.9% | +136.6% |
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