+51.8%
FTNT vs LNG
+42.0%
+9.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.2% | +7.2% | -0.1% |
| 7D | -25.7% | -1.9% | -23.7% | -25.2% |
| 30D | -29.7% | +6.2% | -35.9% | -28.7% |
| 3M | -23.1% | +13.7% | -36.9% | -21.7% |
| 6M | +45.0% | +7.5% | +37.5% | +47.7% |
| YTD | +62.9% | +51.3% | +11.6% | +59.9% |
| 1Y | +51.8% | +42.6% | +9.2% | +51.6% |
| All | +51.8% | +42.0% | +9.8% | +51.6% |
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