+231.2%
LNG vs FROG
+133.6%
+97.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -6.7% | -4.8% | -1.9% | -6.5% |
| 30D | +3.9% | -0.9% | +4.8% | +3.8% |
| 3M | +15.5% | +7.5% | +8.1% | +14.8% |
| 6M | +10.5% | +107.0% | -96.5% | +5.5% |
| YTD | +43.0% | +39.8% | +3.2% | +39.3% |
| 1Y | +18.9% | +74.8% | -55.9% | +13.5% |
| 3Y | +74.7% | +219.3% | -144.6% | +54.5% |
| 5Y | +231.2% | +133.0% | +98.3% | +181.8% |
| All | +231.2% | +133.6% | +97.6% | +181.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling