-4.8%
LVS vs FROG
+22.9%
-27.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.2% |
| 7D | -1.5% | -11.3% | +9.8% | +0.3% |
| 30D | -3.2% | +3.6% | -6.9% | -4.4% |
| 3M | -12.0% | +1.7% | -13.6% | -13.2% |
| 6M | -19.9% | +123.5% | -143.4% | -32.2% |
| YTD | -30.6% | +40.2% | -70.9% | -36.9% |
| 1Y | -17.7% | +81.0% | -98.7% | -29.4% |
| 3Y | -14.2% | +194.8% | -209.0% | -37.7% |
| 5Y | +9.6% | +131.8% | -122.2% | -24.2% |
| All | -4.8% | +22.9% | -27.7% | -33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling