+37.3%
LMT vs FROG
+202.6%
-165.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.1% |
| 7D | -1.5% | -5.5% | +4.0% | -1.6% |
| 30D | -8.2% | -3.1% | -5.1% | -8.2% |
| 3M | +3.7% | +1.2% | +2.5% | +3.9% |
| 6M | -19.2% | +113.7% | -132.8% | -17.7% |
| YTD | +12.9% | +38.9% | -26.0% | +13.7% |
| 1Y | +19.8% | +72.0% | -52.2% | +21.5% |
| 3Y | +37.3% | +217.1% | -179.8% | +41.2% |
| All | +37.3% | +202.6% | -165.3% | +41.2% |
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