+222.1%
LNG vs FANG
+232.6%
-10.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -4.7% | +2.9% | -7.6% | -5.9% |
| 30D | +3.8% | +2.6% | +1.2% | +2.5% |
| 3M | +16.2% | +7.6% | +8.6% | +12.3% |
| 6M | +11.7% | +17.3% | -5.6% | +3.6% |
| YTD | +44.2% | +38.7% | +5.5% | +24.0% |
| 1Y | +18.6% | +51.6% | -33.1% | -2.5% |
| 3Y | +77.4% | +50.0% | +27.4% | +40.3% |
| All | +222.1% | +232.6% | -10.5% | +79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling