+1,315.5%
FERG vs LNG
+11,547.7%
-10,232.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.3% | -1.4% |
| 7D | +0.9% | -6.7% | +7.6% | +1.1% |
| 30D | -15.1% | +3.9% | -18.9% | -15.2% |
| 3M | -4.8% | +15.5% | -20.3% | -5.4% |
| 6M | -2.5% | +10.5% | -13.0% | -2.9% |
| YTD | +1.8% | +43.0% | -41.2% | +0.3% |
| 1Y | -0.3% | +18.9% | -19.2% | -1.1% |
| 3Y | +52.9% | +74.7% | -21.7% | +49.6% |
| 5Y | +69.3% | +231.2% | -161.9% | +62.7% |
| 10Y | +352.7% | +544.5% | -191.8% | +328.2% |
| All | +1,315.5% | +11,547.7% | -10,232.2% | +1,169.9% |
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 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