+211.6%
LNG vs FROG
+195.3%
+16.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.6% |
| 7D | +10.9% | +48.2% | -37.3% | +8.8% |
| 30D | +8.1% | +11.4% | -3.3% | +7.3% |
| 3M | +15.7% | +28.5% | -12.9% | +13.9% |
| 6M | +27.2% | +63.7% | -36.5% | +23.4% |
| YTD | +60.7% | +77.1% | -16.4% | +54.3% |
| 1Y | +46.3% | +79.3% | -33.1% | +40.1% |
| 3Y | +85.6% | +323.8% | -238.1% | +60.4% |
| 5Y | +211.6% | +198.9% | +12.7% | +176.4% |
| All | +211.6% | +195.3% | +16.2% | +176.4% |
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