+50.1%
LUNR vs FROG
+85.3%
-35.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -1.5% |
| 7D | +24.2% | +12.5% | +11.7% | +17.5% |
| 30D | +18.0% | +23.5% | -5.6% | +5.8% |
| 3M | -26.0% | +19.4% | -45.4% | -33.3% |
| 6M | -63.6% | +77.0% | -140.6% | -72.4% |
| YTD | -19.9% | +81.9% | -101.8% | -43.8% |
| 1Y | +50.1% | +90.7% | -40.6% | +8.8% |
| All | +50.1% | +85.3% | -35.2% | +8.8% |
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