+276.4%
F vs LNG
+1,117.3%
-840.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.7% |
| 7D | +1.6% | -15.9% | +17.4% | +2.4% |
| 30D | +2.6% | +2.1% | +0.5% | +2.5% |
| 3M | -8.8% | +4.8% | -13.6% | -9.1% |
| 6M | +4.6% | +6.8% | -2.2% | +4.1% |
| YTD | -1.9% | +44.0% | -45.9% | -4.1% |
| 1Y | -0.8% | +34.9% | -35.7% | -2.7% |
| 3Y | +43.5% | +67.3% | -23.8% | +38.9% |
| 5Y | -12.1% | +170.1% | -182.2% | -17.1% |
| 10Y | +83.6% | +693.0% | -609.4% | +64.0% |
| All | +276.4% | +1,117.3% | -840.9% | +177.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling