+24.4%
LNG vs FANG
+43.7%
-19.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +1.2% |
| 7D | +3.4% | +0.8% | +2.6% | +3.1% |
| 30D | +14.9% | +7.6% | +7.3% | +11.3% |
| 3M | +21.4% | -1.3% | +22.7% | +21.5% |
| 6M | +17.8% | +14.7% | +3.1% | +11.9% |
| YTD | +51.3% | +34.8% | +16.5% | +37.9% |
| 1Y | +24.4% | +42.9% | -18.5% | +10.8% |
| All | +24.4% | +43.7% | -19.3% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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