-75.1%
LULU vs FROG
+218.8%
-293.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.8% | +2.4% |
| 7D | -1.6% | -0.5% | -1.2% | -1.6% |
| 30D | -18.1% | +1.3% | -19.4% | -18.5% |
| 3M | -18.8% | +11.1% | -29.9% | -20.3% |
| 6M | -39.2% | +108.3% | -147.5% | -45.4% |
| YTD | -52.4% | +39.6% | -92.0% | -55.3% |
| 1Y | -40.3% | +74.7% | -115.0% | -45.9% |
| 3Y | -75.1% | +224.1% | -299.2% | -80.3% |
| All | -75.1% | +218.8% | -293.9% | -80.3% |
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