-4.5%
LUNR vs FROG
+83.7%
-88.2%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.4% | -2.8% | -4.3% |
| 7D | -14.3% | -14.1% | -0.3% | -9.3% |
| 30D | -30.5% | -11.8% | -18.7% | -27.2% |
| 3M | -28.9% | +0.1% | -29.0% | -29.5% |
| 6M | -60.8% | +64.2% | -125.0% | -67.4% |
| YTD | -38.8% | +38.2% | -77.0% | -50.0% |
| 1Y | -4.5% | +85.4% | -89.9% | -25.0% |
| All | -4.5% | +83.7% | -88.2% | -25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling