+91.7%
F vs LNG
+544.0%
-452.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -5.5% | +1.2% | -2.5% |
| 7D | +1.2% | -6.2% | +7.3% | +3.2% |
| 30D | +1.2% | +8.0% | -6.8% | -1.3% |
| 3M | -5.7% | +16.9% | -22.6% | -10.8% |
| 6M | +17.9% | +8.7% | +9.3% | +12.7% |
| YTD | +10.4% | +43.0% | -32.6% | -4.7% |
| 1Y | +25.3% | +19.4% | +5.9% | +15.1% |
| 3Y | +37.5% | +74.7% | -37.3% | +6.6% |
| 5Y | +46.5% | +222.4% | -175.9% | -14.9% |
| All | +91.7% | +544.0% | -452.3% | -17.0% |
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