-51.7%
FIG vs LNG
+42.0%
-93.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -6.2% | +11.4% | +4.0% |
| 7D | -4.7% | -1.9% | -2.7% | -5.1% |
| 30D | +0.5% | +6.2% | -5.7% | +1.2% |
| 3M | -18.4% | +13.7% | -32.1% | -16.5% |
| 6M | +10.9% | +7.5% | +3.4% | +11.4% |
| YTD | -40.8% | +51.3% | -92.1% | -35.0% |
| 1Y | -51.7% | +42.6% | -94.3% | -46.8% |
| All | -51.7% | +42.0% | -93.7% | -46.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling