+57.6%
LMT vs FROG
+24.4%
+33.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +1.1% |
| 7D | -0.5% | -2.2% | +1.6% | -0.5% |
| 30D | -10.8% | +3.0% | -13.7% | -10.7% |
| 3M | +1.6% | +10.3% | -8.7% | +1.7% |
| 6M | -17.6% | +116.7% | -134.3% | -17.4% |
| YTD | +11.6% | +41.9% | -30.3% | +11.7% |
| 1Y | +17.2% | +78.5% | -61.3% | +17.3% |
| 3Y | +35.7% | +224.1% | -188.4% | +34.5% |
| 5Y | +75.2% | +142.4% | -67.2% | +74.2% |
| All | +57.6% | +24.4% | +33.2% | +60.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling