+15.2%
LQD vs FROG
+335.2%
-320.1%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -0.3% |
| 7D | -1.6% | +12.5% | -14.1% | -1.8% |
| 30D | +0.5% | +23.5% | -23.0% | +0.2% |
| 3M | -2.3% | +19.4% | -21.7% | -2.6% |
| 6M | -3.1% | +77.0% | -80.1% | -3.9% |
| YTD | -3.0% | +81.9% | -84.9% | -4.1% |
| 1Y | -2.6% | +90.7% | -93.2% | -3.7% |
| 3Y | +15.2% | +328.5% | -313.3% | +7.5% |
| All | +15.2% | +335.2% | -320.1% | +7.5% |
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 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