+67.3%
F vs LNG
+811.3%
-744.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -3.1% | +11.3% | -14.4% | -6.3% |
| 30D | 0.0% | +10.6% | -10.6% | -3.6% |
| 3M | -13.2% | +16.1% | -29.3% | -17.8% |
| 6M | -10.2% | +29.6% | -39.8% | -18.5% |
| YTD | -4.9% | +60.3% | -65.3% | -21.4% |
| 1Y | -6.1% | +46.1% | -52.2% | -19.8% |
| 3Y | +46.0% | +85.9% | -40.0% | +10.7% |
| 5Y | -15.7% | +210.8% | -226.5% | -50.1% |
| All | +67.3% | +811.3% | -744.0% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 10y: compounded portfolio wealth divided by compounded LNG 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…
10y analysis · Full analysis span regression · 6 months rolling