+90.9%
LYV vs FROG
+136.9%
-46.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.4% |
| 7D | -1.9% | -0.5% | -1.5% | -1.8% |
| 30D | -8.2% | +1.3% | -9.5% | -8.9% |
| 3M | -1.3% | +11.1% | -12.4% | -4.6% |
| 6M | +2.6% | +108.3% | -105.7% | -15.9% |
| YTD | +19.4% | +39.6% | -20.2% | +5.7% |
| 1Y | -2.2% | +74.7% | -77.0% | -19.6% |
| 3Y | +106.0% | +224.1% | -118.0% | +28.3% |
| All | +90.9% | +136.9% | -46.0% | +25.7% |
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 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