+544.1%
LNG vs FROG
+59.4%
+484.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -0.3% |
| 7D | +11.3% | +12.5% | -1.2% | +10.9% |
| 30D | +10.6% | +23.5% | -12.9% | +9.7% |
| 3M | +16.1% | +19.4% | -3.3% | +15.1% |
| 6M | +29.6% | +77.0% | -47.5% | +26.4% |
| YTD | +60.3% | +81.9% | -21.6% | +55.6% |
| 1Y | +46.1% | +90.7% | -44.6% | +41.3% |
| 3Y | +85.9% | +328.5% | -242.6% | +69.6% |
| 5Y | +210.8% | +207.0% | +3.8% | +176.7% |
| All | +544.1% | +59.4% | +484.7% | +462.1% |
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