+614.4%
LITE vs FROG
+4.7%
+609.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -13.6% | -5.1% | -15.4% |
| 7D | -44.6% | -24.5% | -20.1% | -40.2% |
| 30D | -55.0% | -24.3% | -30.8% | -51.5% |
| 3M | -38.3% | -11.7% | -26.6% | -36.2% |
| 6M | -48.8% | +37.1% | -85.9% | -52.5% |
| YTD | +38.3% | +19.5% | +18.8% | +29.4% |
| 1Y | +119.0% | +61.8% | +57.2% | +89.1% |
| 3Y | +1,092.0% | +178.1% | +913.9% | +772.4% |
| 5Y | +446.1% | +91.2% | +354.8% | +301.5% |
| All | +614.4% | +4.7% | +609.7% | +440.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling