-79.9%
FIG vs LNG
+20.1%
-100.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.8% |
| 7D | -3.8% | -4.7% | +0.9% | -4.3% |
| 30D | -2.3% | +3.8% | -6.1% | -1.7% |
| 3M | +20.0% | +16.2% | +3.8% | +21.6% |
| 6M | -16.7% | +11.7% | -28.4% | -14.9% |
| YTD | -37.9% | +44.2% | -82.1% | -36.1% |
| 1Y | -58.5% | +18.6% | -77.1% | -58.5% |
| All | -79.9% | +20.1% | -100.0% | -79.2% |
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