+229.8%
LUNR vs FROG
+219.3%
+10.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.7% | -5.4% | -5.0% |
| 7D | +0.5% | -4.8% | +5.3% | +2.7% |
| 30D | -5.3% | -0.9% | -4.4% | -5.6% |
| 3M | -45.6% | +7.5% | -53.1% | -47.8% |
| 6M | -17.4% | +107.0% | -124.4% | -41.5% |
| YTD | -7.9% | +39.8% | -47.7% | -25.7% |
| 1Y | +77.6% | +74.8% | +2.8% | +27.1% |
| All | +229.8% | +219.3% | +10.5% | +52.7% |
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