+51.5%
LUNR vs FROG
+141.1%
-89.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.7% | -2.6% |
| 7D | -0.5% | -2.2% | +1.6% | 0.0% |
| 30D | -11.3% | +3.0% | -14.2% | -12.3% |
| 3M | -44.9% | +10.3% | -55.2% | -46.5% |
| 6M | -17.3% | +116.7% | -134.0% | -33.2% |
| YTD | -9.9% | +41.9% | -51.9% | -21.2% |
| 1Y | +76.1% | +78.5% | -2.4% | +45.2% |
| 3Y | +240.0% | +224.1% | +15.9% | +152.8% |
| All | +51.5% | +141.1% | -89.6% | +14.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling