-7.0%
LVS vs FROG
+22.5%
-29.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | -2.7% | -4.8% | +2.1% | -2.0% |
| 30D | -4.7% | -0.9% | -3.7% | -5.0% |
| 3M | -15.6% | +7.5% | -23.0% | -17.5% |
| 6M | -18.6% | +107.0% | -125.7% | -30.1% |
| YTD | -32.3% | +39.8% | -72.1% | -38.3% |
| 1Y | -18.0% | +74.8% | -92.8% | -29.2% |
| 3Y | -5.8% | +219.3% | -225.1% | -32.9% |
| 5Y | +5.7% | +133.0% | -127.2% | -26.9% |
| All | -7.0% | +22.5% | -29.6% | -35.2% |
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