+562.5%
LITE vs FROG
+207.6%
+354.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.7% | -7.2% | -5.2% |
| 7D | +10.8% | +12.5% | -1.7% | +7.5% |
| 30D | -33.4% | +23.5% | -57.0% | -37.2% |
| 3M | -32.2% | +19.4% | -51.6% | -35.7% |
| 6M | -42.1% | +77.0% | -119.1% | -50.5% |
| YTD | +61.9% | +81.9% | -20.0% | +33.1% |
| 1Y | +163.0% | +90.7% | +72.3% | +113.4% |
| 3Y | +1,358.0% | +328.5% | +1,029.5% | +784.6% |
| All | +562.5% | +207.6% | +354.9% | +303.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling