+968.6%
LRCX vs FROG
+22.9%
+945.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.3% | +8.4% | +5.8% |
| 7D | +1.9% | -11.3% | +13.2% | +4.4% |
| 30D | +0.1% | +3.6% | -3.6% | -1.0% |
| 3M | -8.5% | +1.7% | -10.2% | -9.4% |
| 6M | +38.1% | +123.5% | -85.5% | +14.0% |
| YTD | +80.1% | +40.2% | +39.8% | +61.2% |
| 1Y | +208.1% | +81.0% | +127.1% | +156.0% |
| 3Y | +350.2% | +194.8% | +155.5% | +209.1% |
| 5Y | +430.7% | +131.8% | +298.9% | +252.7% |
| All | +968.6% | +22.9% | +945.7% | +640.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling