+473.4%
LLY vs FROG
+195.3%
+278.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.7% |
| 7D | +4.6% | +48.2% | -43.6% | +3.7% |
| 30D | +22.4% | +11.4% | +11.0% | +21.9% |
| 3M | +17.1% | +28.5% | -11.4% | +16.2% |
| 6M | +44.6% | +63.7% | -19.1% | +42.2% |
| YTD | +33.5% | +77.1% | -43.6% | +30.4% |
| 1Y | +41.1% | +79.3% | -38.2% | +37.7% |
| 3Y | +143.8% | +323.8% | -180.0% | +126.0% |
| 5Y | +473.4% | +198.9% | +274.4% | +427.7% |
| All | +473.4% | +195.3% | +278.0% | +427.7% |
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