-76.7%
LULU vs FROG
+136.9%
-213.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.8% | +2.5% |
| 7D | -1.6% | -0.5% | -1.2% | -1.6% |
| 30D | -18.1% | +1.3% | -19.4% | -18.7% |
| 3M | -18.8% | +11.1% | -29.9% | -21.3% |
| 6M | -39.2% | +108.3% | -147.5% | -49.2% |
| YTD | -52.4% | +39.6% | -92.0% | -57.2% |
| 1Y | -40.3% | +74.7% | -115.0% | -49.7% |
| 3Y | -75.1% | +224.1% | -299.2% | -83.7% |
| All | -76.7% | +136.9% | -213.6% | -84.9% |
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 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