+55.0%
LNT vs FROG
+22.5%
+32.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.1% |
| 7D | +0.2% | -4.8% | +5.0% | +0.2% |
| 30D | -0.5% | -0.9% | +0.4% | -0.5% |
| 3M | -5.5% | +7.5% | -13.0% | -5.5% |
| 6M | -3.8% | +107.0% | -110.8% | -3.8% |
| YTD | +6.8% | +39.8% | -33.0% | +7.0% |
| 1Y | +9.3% | +74.8% | -65.5% | +9.3% |
| 3Y | +47.9% | +219.3% | -171.3% | +47.1% |
| 5Y | +31.6% | +133.0% | -101.4% | +29.6% |
| All | +55.0% | +22.5% | +32.5% | +53.5% |
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