+424.9%
LRCX vs FROG
+136.2%
+288.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.5% | -7.2% | -6.0% |
| 7D | +1.8% | -2.2% | +4.0% | +2.2% |
| 30D | -4.3% | +3.0% | -7.3% | -5.2% |
| 3M | -7.3% | +10.3% | -17.6% | -10.1% |
| 6M | +38.6% | +116.7% | -78.1% | +12.9% |
| YTD | +74.4% | +41.9% | +32.5% | +54.0% |
| 1Y | +179.1% | +78.5% | +100.6% | +127.9% |
| 3Y | +357.7% | +224.1% | +133.5% | +182.8% |
| 5Y | +424.9% | +142.4% | +282.5% | +229.7% |
| All | +424.9% | +136.2% | +288.7% | +229.7% |
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 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