+82.0%
LSCC vs FROG
+129.7%
-47.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.3% | +5.3% | +3.0% |
| 7D | +1.3% | -11.3% | +12.6% | +4.9% |
| 30D | -9.7% | +3.6% | -13.3% | -11.1% |
| 3M | -23.7% | +1.7% | -25.4% | -24.9% |
| 6M | +26.5% | +123.5% | -97.0% | -4.2% |
| YTD | +57.5% | +40.2% | +17.3% | +34.2% |
| 1Y | +75.7% | +81.0% | -5.3% | +34.9% |
| 3Y | +19.5% | +194.8% | -175.3% | -32.5% |
| All | +82.0% | +129.7% | -47.6% | +7.1% |
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