+277.1%
LRCX vs FROG
+207.6%
+69.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.7% | -6.1% | -4.0% |
| 7D | +12.7% | +12.5% | +0.2% | +9.7% |
| 30D | -21.3% | +23.5% | -44.8% | -25.6% |
| 3M | -32.9% | +19.4% | -52.3% | -36.5% |
| 6M | -23.4% | +77.0% | -100.4% | -34.3% |
| YTD | +32.4% | +81.9% | -49.5% | +9.3% |
| 1Y | +48.0% | +90.7% | -42.6% | +20.5% |
| 3Y | +243.9% | +328.5% | -84.6% | +97.5% |
| All | +277.1% | +207.6% | +69.5% | +111.5% |
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 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