+800.2%
LNG vs FE
+126.1%
+674.1%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.5% |
| 7D | +11.3% | +1.2% | +10.1% | +11.0% |
| 30D | +10.6% | +4.5% | +6.1% | +9.5% |
| 3M | +16.1% | +1.3% | +14.8% | +15.7% |
| 6M | +29.6% | +8.7% | +20.9% | +26.8% |
| YTD | +60.3% | +9.2% | +51.1% | +56.4% |
| 1Y | +46.1% | +7.0% | +39.1% | +43.2% |
| 3Y | +85.9% | +51.4% | +34.6% | +66.1% |
| 5Y | +210.8% | +47.7% | +163.1% | +177.6% |
| All | +800.2% | +126.1% | +674.1% | +672.7% |
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