-8.6%
LVS vs FROG
+24.4%
-33.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -1.9% |
| 7D | -4.3% | -2.2% | -2.1% | -4.0% |
| 30D | -6.8% | +3.0% | -9.8% | -7.8% |
| 3M | -15.6% | +10.3% | -25.9% | -18.0% |
| 6M | -20.6% | +116.7% | -137.3% | -32.4% |
| YTD | -33.4% | +41.9% | -75.3% | -39.5% |
| 1Y | -20.1% | +78.5% | -98.7% | -31.3% |
| 3Y | -7.4% | +224.1% | -231.6% | -34.2% |
| 5Y | +8.5% | +142.4% | -133.9% | -25.3% |
| All | -8.6% | +24.4% | -33.0% | -36.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling