+351.3%
FERG vs LNG
+562.2%
-210.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -2.6% | -4.7% | +2.1% | -2.0% |
| 30D | -8.9% | +3.8% | -12.7% | -9.4% |
| 3M | -2.0% | +16.2% | -18.2% | -4.0% |
| 6M | -3.2% | +11.7% | -14.9% | -5.1% |
| YTD | +1.5% | +44.2% | -42.7% | -3.9% |
| 1Y | +0.5% | +18.6% | -18.1% | -2.4% |
| 3Y | +50.4% | +77.4% | -27.0% | +38.1% |
| 5Y | +68.7% | +232.3% | -163.6% | +42.8% |
| All | +351.3% | +562.2% | -210.9% | +251.9% |
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