+57.3%
LLY vs FROG
+83.7%
-26.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +0.6% |
| 7D | +10.1% | -14.1% | +24.1% | +9.8% |
| 30D | +24.0% | -11.8% | +35.8% | +23.8% |
| 3M | +27.3% | +0.1% | +27.1% | +27.1% |
| 6M | +47.0% | +64.2% | -17.2% | +45.4% |
| YTD | +32.6% | +38.2% | -5.6% | +32.4% |
| 1Y | +57.3% | +85.4% | -28.0% | +57.9% |
| All | +57.3% | +83.7% | -26.4% | +57.9% |
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