+2,072.5%
FTNT vs LNG
+562.2%
+1,510.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.8% |
| 7D | -0.1% | -4.7% | +4.5% | +1.2% |
| 30D | -3.0% | +3.8% | -6.8% | -4.2% |
| 3M | +7.6% | +16.2% | -8.6% | +2.6% |
| 6M | +87.0% | +11.7% | +75.3% | +78.6% |
| YTD | +96.5% | +44.2% | +52.3% | +73.2% |
| 1Y | +92.9% | +18.6% | +74.4% | +80.4% |
| 3Y | +139.8% | +77.4% | +62.4% | +96.4% |
| 5Y | +151.3% | +232.3% | -80.9% | +63.3% |
| All | +2,072.5% | +562.2% | +1,510.3% | +1,057.5% |
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