+9,374.7%
FTNT vs LNG
+13,915.5%
-4,540.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.5% | +6.2% | +1.7% |
| 7D | -2.7% | -6.2% | +3.5% | -1.7% |
| 30D | -1.4% | +8.0% | -9.4% | -2.7% |
| 3M | +10.1% | +16.9% | -6.8% | +6.9% |
| 6M | +88.2% | +8.7% | +79.5% | +84.2% |
| YTD | +98.3% | +43.0% | +55.3% | +84.9% |
| 1Y | +96.0% | +19.4% | +76.5% | +88.4% |
| 3Y | +145.8% | +74.7% | +71.1% | +120.4% |
| 5Y | +154.6% | +222.4% | -67.8% | +103.6% |
| 10Y | +2,063.6% | +532.2% | +1,531.4% | +1,419.9% |
| All | +9,374.7% | +13,915.5% | -4,540.8% | +4,366.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling