+17.9%
LMT vs FROG
+83.7%
-65.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -1.5% |
| 7D | -6.3% | -11.3% | +5.0% | -6.5% |
| 30D | -8.5% | +3.6% | -12.1% | -8.3% |
| 3M | +1.8% | +1.7% | +0.2% | +2.0% |
| 6M | -19.9% | +123.5% | -143.5% | -17.5% |
| YTD | +10.6% | +40.2% | -29.7% | +10.3% |
| 1Y | +17.9% | +81.0% | -63.0% | +20.5% |
| All | +17.9% | +83.7% | -65.8% | +20.5% |
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 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