+40.4%
LSCC vs FROG
+182.9%
-142.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +7.1% | +1.3% | +6.4% |
| 7D | +19.3% | +27.1% | -7.8% | +10.2% |
| 30D | -9.6% | +5.8% | -15.5% | -12.4% |
| 3M | -12.4% | +20.8% | -33.3% | -19.2% |
| 6M | -10.5% | +53.3% | -63.8% | -24.1% |
| YTD | +54.8% | +73.2% | -18.4% | +21.4% |
| 1Y | +79.4% | +80.3% | -0.9% | +38.5% |
| 3Y | +109.6% | +318.3% | -208.7% | +1.9% |
| 5Y | +40.4% | +179.9% | -139.5% | -24.5% |
| All | +40.4% | +182.9% | -142.6% | -24.5% |
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