+49.6%
LNT vs FROG
+202.6%
-153.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +0.9% |
| 7D | +1.0% | -5.5% | +6.5% | +1.0% |
| 30D | -1.1% | -3.1% | +2.0% | -1.1% |
| 3M | -3.6% | +1.2% | -4.8% | -3.6% |
| 6M | -2.7% | +113.7% | -116.3% | -3.2% |
| YTD | +8.0% | +38.9% | -30.8% | +8.0% |
| 1Y | +10.5% | +72.0% | -61.5% | +9.6% |
| 3Y | +49.6% | +217.1% | -167.5% | +39.1% |
| All | +49.6% | +202.6% | -153.0% | +39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling