-13.0%
LVS vs FROG
+53.7%
-66.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.8% | -7.2% | -2.2% |
| 7D | -1.3% | +26.8% | -28.1% | -5.4% |
| 30D | +12.2% | +10.6% | +1.6% | +9.2% |
| 3M | -11.3% | +27.2% | -38.5% | -16.2% |
| 6M | -21.6% | +58.7% | -80.3% | -29.4% |
| YTD | -36.6% | +75.3% | -111.9% | -45.0% |
| 1Y | -38.4% | +71.1% | -109.5% | -46.5% |
| 3Y | -10.2% | +319.6% | -329.7% | -39.5% |
| 5Y | +9.4% | +195.7% | -186.2% | -27.9% |
| All | -13.0% | +53.7% | -66.6% | -42.3% |
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