+132.2%
LLY vs FROG
+274.0%
-141.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +35.3% | -36.1% | -0.9% |
| 7D | -4.5% | +7.0% | -11.5% | -4.5% |
| 30D | +13.9% | +2.9% | +11.0% | +13.9% |
| 3M | +13.8% | +21.6% | -7.8% | +13.5% |
| 6M | +37.6% | +87.7% | -50.1% | +36.1% |
| YTD | +26.6% | +61.7% | -35.1% | +25.5% |
| 1Y | +45.3% | +113.7% | -68.3% | +43.5% |
| 3Y | +132.2% | +267.7% | -135.5% | +122.0% |
| All | +132.2% | +274.0% | -141.8% | +122.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling