+46.3%
LLY vs FROG
+72.4%
-26.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.8% | -5.4% | +0.4% |
| 7D | +1.4% | +26.8% | -25.5% | +1.7% |
| 30D | +21.5% | +10.6% | +10.9% | +21.7% |
| 3M | +18.5% | +27.2% | -8.7% | +18.6% |
| 6M | +49.1% | +58.7% | -9.6% | +48.8% |
| YTD | +34.4% | +75.3% | -40.9% | +36.4% |
| 1Y | +46.3% | +71.1% | -24.8% | +47.9% |
| All | +46.3% | +72.4% | -26.1% | +47.9% |
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