+544.5%
LNG vs FE
+110.4%
+434.2%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -6.7% | -0.2% | -6.6% | -6.7% |
| 30D | +3.9% | -1.2% | +5.0% | +4.1% |
| 3M | +15.5% | +1.7% | +13.9% | +15.0% |
| 6M | +10.5% | -7.5% | +18.0% | +12.3% |
| YTD | +43.0% | +6.3% | +36.6% | +40.4% |
| 1Y | +18.9% | +10.9% | +8.0% | +15.4% |
| 3Y | +74.7% | +46.9% | +27.7% | +57.0% |
| 5Y | +231.2% | +47.6% | +183.6% | +195.3% |
| 10Y | +544.5% | +114.5% | +430.0% | +438.2% |
| All | +544.5% | +110.4% | +434.2% | +438.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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