+47.6%
F vs LNG
+86.5%
-38.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | +5.3% | +3.4% | +1.9% | +5.2% |
| 30D | +4.6% | +14.9% | -10.3% | +4.2% |
| 3M | -3.7% | +21.4% | -25.1% | -4.4% |
| 6M | +16.8% | +17.8% | -1.0% | +15.3% |
| YTD | +15.3% | +51.3% | -36.0% | +8.3% |
| 1Y | +31.0% | +24.4% | +6.6% | +28.2% |
| All | +47.6% | +86.5% | -38.8% | +23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling