+901.5%
LITE vs FROG
+129.7%
+771.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.3% | +7.3% | +4.8% |
| 7D | -1.5% | -11.3% | +9.7% | +1.4% |
| 30D | +6.7% | +3.6% | +3.0% | +5.4% |
| 3M | -6.8% | +1.7% | -8.4% | -7.7% |
| 6M | +29.4% | +123.5% | -94.1% | +3.6% |
| YTD | +139.1% | +40.2% | +98.8% | +111.0% |
| 1Y | +521.0% | +81.0% | +440.0% | +405.5% |
| 3Y | +1,535.3% | +194.8% | +1,340.5% | +990.5% |
| All | +901.5% | +129.7% | +771.9% | +601.0% |
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