+392.1%
LRCX vs FROG
+202.6%
+189.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.1% | +4.3% |
| 7D | +10.4% | -5.5% | +15.9% | +11.3% |
| 30D | +2.9% | -3.1% | +6.0% | +3.3% |
| 3M | -1.2% | +1.2% | -2.4% | -1.9% |
| 6M | +60.9% | +113.7% | -52.8% | +42.5% |
| YTD | +87.5% | +38.9% | +48.7% | +75.8% |
| 1Y | +206.6% | +72.0% | +134.7% | +173.3% |
| 3Y | +392.1% | +217.1% | +175.0% | +268.7% |
| All | +392.1% | +202.6% | +189.5% | +268.7% |
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