+239.0%
LSCC vs FROG
+4.7%
+234.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -13.6% | +5.0% | -4.9% |
| 7D | -4.8% | -24.5% | +19.7% | +2.5% |
| 30D | -27.1% | -24.3% | -2.8% | -21.7% |
| 3M | -23.6% | -11.7% | -11.9% | -22.2% |
| 6M | -19.8% | +37.1% | -57.0% | -28.8% |
| YTD | +33.2% | +19.5% | +13.8% | +19.2% |
| 1Y | +55.2% | +61.8% | -6.6% | +25.0% |
| 3Y | +70.1% | +178.1% | -108.0% | +5.6% |
| 5Y | +19.5% | +91.2% | -71.7% | -24.8% |
| All | +239.0% | +4.7% | +234.3% | +122.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling