+324.5%
LSCC vs FROG
+53.7%
+270.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +5.8% | +4.6% | +8.8% |
| 7D | +14.5% | +26.8% | -12.4% | +6.5% |
| 30D | -0.1% | +10.6% | -10.7% | -3.9% |
| 3M | -2.7% | +27.2% | -29.8% | -10.8% |
| 6M | -4.8% | +58.7% | -63.5% | -18.8% |
| YTD | +66.9% | +75.3% | -8.5% | +33.4% |
| 1Y | +85.8% | +71.1% | +14.8% | +49.5% |
| 3Y | +115.6% | +319.6% | -204.0% | +18.5% |
| 5Y | +48.8% | +195.7% | -146.8% | -17.0% |
| All | +324.5% | +53.7% | +270.9% | +148.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling