-70.4%
LYFT vs FROG
+136.9%
-207.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +2.7% |
| 7D | -8.4% | -0.5% | -7.9% | -8.2% |
| 30D | -7.6% | +1.3% | -8.9% | -9.1% |
| 3M | +11.7% | +11.1% | +0.7% | +4.8% |
| 6M | +15.1% | +108.3% | -93.2% | -19.9% |
| YTD | -20.9% | +39.6% | -60.5% | -36.9% |
| 1Y | -16.4% | +74.7% | -91.1% | -41.5% |
| 3Y | +35.2% | +224.1% | -188.9% | -40.1% |
| All | -70.4% | +136.9% | -207.3% | -85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling