-4.4%
LVS vs FROG
+202.6%
-207.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | +0.3% | -5.5% | +5.8% | +0.8% |
| 30D | -3.9% | -3.1% | -0.8% | -3.9% |
| 3M | -12.9% | +1.2% | -14.1% | -13.6% |
| 6M | -16.9% | +113.7% | -130.6% | -24.6% |
| YTD | -31.2% | +38.9% | -70.1% | -34.8% |
| 1Y | -16.4% | +72.0% | -88.4% | -23.3% |
| 3Y | -4.4% | +217.1% | -221.5% | -23.5% |
| All | -4.4% | +202.6% | -207.0% | -23.5% |
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