-51.1%
LYFT vs FROG
+24.4%
-75.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.3% |
| 7D | -13.1% | -2.2% | -10.9% | -12.4% |
| 30D | -14.4% | +3.0% | -17.3% | -16.0% |
| 3M | +12.2% | +10.3% | +1.9% | +6.6% |
| 6M | +13.4% | +116.7% | -103.3% | -17.5% |
| YTD | -22.5% | +41.9% | -64.4% | -36.1% |
| 1Y | -20.8% | +78.5% | -99.3% | -41.4% |
| 3Y | +38.8% | +224.1% | -185.3% | -25.3% |
| 5Y | -70.0% | +142.4% | -212.4% | -84.2% |
| All | -51.1% | +24.4% | -75.5% | -73.7% |
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