+183.5%
LYV vs FROG
+22.5%
+160.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -5.3% | -4.8% | -0.5% | -4.5% |
| 30D | -7.9% | -0.9% | -7.0% | -8.2% |
| 3M | +4.5% | +7.5% | -3.0% | +2.2% |
| 6M | +2.5% | +107.0% | -104.5% | -12.8% |
| YTD | +19.3% | +39.8% | -20.5% | +7.9% |
| 1Y | -0.2% | +74.8% | -75.0% | -14.8% |
| 3Y | +110.0% | +219.3% | -109.2% | +48.1% |
| 5Y | +96.8% | +133.0% | -36.2% | +34.1% |
| All | +183.5% | +22.5% | +160.9% | +95.8% |
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