-80.9%
FIG vs LNG
+19.1%
-100.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.2% | -3.3% |
| 7D | -14.5% | -6.7% | -7.7% | -15.2% |
| 30D | -13.3% | +3.9% | -17.2% | -12.8% |
| 3M | +7.4% | +15.5% | -8.1% | +8.9% |
| 6M | -27.8% | +10.5% | -38.3% | -26.3% |
| YTD | -41.1% | +43.0% | -84.1% | -39.4% |
| 1Y | -58.7% | +18.9% | -77.6% | -58.1% |
| All | -80.9% | +19.1% | -100.0% | -80.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling