-31.8%
LVS vs FROG
+83.7%
-115.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.4% | +8.9% | +6.6% |
| 7D | +13.4% | -14.1% | +27.5% | +14.0% |
| 30D | +12.2% | -11.8% | +24.0% | +12.5% |
| 3M | -10.7% | +0.1% | -10.9% | -11.4% |
| 6M | -19.8% | +64.2% | -84.0% | -23.9% |
| YTD | -35.8% | +38.2% | -74.0% | -38.0% |
| 1Y | -31.8% | +85.4% | -117.2% | -36.9% |
| All | -31.8% | +83.7% | -115.5% | -36.9% |
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 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