-9.9%
LVS vs FROG
+319.6%
-329.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.8% | -7.2% | -1.8% |
| 7D | -1.3% | +26.8% | -28.1% | -2.9% |
| 30D | +12.2% | +10.6% | +1.6% | +11.1% |
| 3M | -11.3% | +27.2% | -38.5% | -13.5% |
| 6M | -21.6% | +58.7% | -80.3% | -25.5% |
| YTD | -36.6% | +75.3% | -111.9% | -40.9% |
| 1Y | -38.4% | +71.1% | -109.5% | -42.5% |
| All | -9.9% | +319.6% | -329.5% | -33.2% |
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 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