-80.8%
FIG vs LNG
+19.9%
-100.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.7% |
| 7D | -12.2% | -4.5% | -7.7% | -12.6% |
| 30D | -11.0% | +4.7% | -15.7% | -10.3% |
| 3M | +11.9% | +15.1% | -3.3% | +13.3% |
| 6M | -21.9% | +13.6% | -35.5% | -20.2% |
| YTD | -40.8% | +44.0% | -84.7% | -39.0% |
| 1Y | -56.6% | +18.4% | -75.0% | -56.6% |
| All | -80.8% | +19.9% | -100.7% | -80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling