+85.8%
LSCC vs FROG
+274.0%
-188.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +35.3% | -28.2% | +0.2% |
| 7D | +13.0% | +7.0% | +6.0% | +10.4% |
| 30D | -19.8% | +2.9% | -22.7% | -21.1% |
| 3M | -18.4% | +21.6% | -40.0% | -22.7% |
| 6M | -16.1% | +87.7% | -103.8% | -27.5% |
| YTD | +42.7% | +61.7% | -18.9% | +24.6% |
| 1Y | +68.0% | +113.7% | -45.7% | +36.9% |
| 3Y | +85.8% | +267.7% | -181.9% | +9.9% |
| All | +85.8% | +274.0% | -188.2% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling