+69.6%
LSCC vs FROG
+83.7%
-14.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.6% |
| 7D | +3.0% | -14.1% | +17.0% | +5.1% |
| 30D | -19.3% | -11.8% | -7.5% | -18.0% |
| 3M | -22.3% | +0.1% | -22.4% | -22.5% |
| 6M | -14.6% | +64.2% | -78.8% | -19.9% |
| YTD | +45.8% | +38.2% | +7.5% | +37.6% |
| 1Y | +69.6% | +85.4% | -15.8% | +53.4% |
| All | +69.6% | +83.7% | -14.1% | +53.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling