+271.5%
F vs LNG
+1,188.2%
-916.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.0% | -4.9% | -2.1% |
| 7D | -0.2% | -5.5% | +5.2% | 0.0% |
| 30D | +0.9% | +5.7% | -4.8% | +0.5% |
| 3M | -11.3% | +10.7% | -22.1% | -11.9% |
| 6M | +2.0% | +23.1% | -21.0% | +0.7% |
| YTD | -3.2% | +52.4% | -55.6% | -5.6% |
| 1Y | -3.5% | +40.0% | -43.5% | -5.5% |
| 3Y | +48.1% | +76.0% | -27.9% | +43.0% |
| 5Y | -13.5% | +194.7% | -208.2% | -18.8% |
| 10Y | +72.2% | +726.7% | -654.5% | +53.4% |
| All | +271.5% | +1,188.2% | -916.7% | +173.3% |
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