+490.8%
LITE vs FROG
+160.8%
+330.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +35.3% | -29.7% | -3.6% |
| 7D | -35.9% | +7.0% | -42.9% | -37.2% |
| 30D | -51.5% | +2.9% | -54.4% | -52.0% |
| 3M | -35.7% | +21.6% | -57.3% | -39.4% |
| 6M | -43.0% | +87.7% | -130.6% | -52.3% |
| YTD | +46.1% | +61.7% | -15.5% | +23.8% |
| 1Y | +124.7% | +113.7% | +11.0% | +74.6% |
| 3Y | +1,172.1% | +267.7% | +904.3% | +702.7% |
| All | +490.8% | +160.8% | +330.0% | +281.6% |
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 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