+37.3%
LNG vs FANG
+32.1%
+5.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.8% | -2.5% | -3.4% |
| 7D | -12.3% | -13.0% | +0.7% | -6.6% |
| 30D | +1.6% | -2.9% | +4.5% | +3.5% |
| 3M | +10.0% | -3.0% | +13.0% | +11.3% |
| 6M | +4.2% | -11.9% | +16.1% | +9.2% |
| YTD | +44.8% | +21.5% | +23.3% | +39.7% |
| 1Y | +37.3% | +34.0% | +3.3% | +29.2% |
| All | +37.3% | +32.1% | +5.2% | +29.2% |
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