+77.2%
LMT vs FROG
+59.4%
+17.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -4.0% | -1.3% |
| 7D | +5.1% | +12.5% | -7.4% | +5.1% |
| 30D | +14.1% | +23.5% | -9.4% | +14.3% |
| 3M | +0.3% | +19.4% | -19.1% | +0.4% |
| 6M | +16.1% | +77.0% | -60.9% | +16.4% |
| YTD | +25.5% | +81.9% | -56.4% | +25.7% |
| 1Y | +34.1% | +90.7% | -56.5% | +34.4% |
| 3Y | +45.1% | +328.5% | -283.4% | +43.9% |
| 5Y | +100.9% | +207.0% | -106.1% | +100.3% |
| All | +77.2% | +59.4% | +17.8% | +80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling