+172.4%
LNG vs FE
+47.5%
+124.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.5% |
| 7D | -15.9% | 0.0% | -15.8% | -15.9% |
| 30D | +2.1% | +5.2% | -3.1% | +0.9% |
| 3M | +4.8% | 0.0% | +4.8% | +4.7% |
| 6M | +6.8% | +5.0% | +1.8% | +5.4% |
| YTD | +44.0% | +7.9% | +36.1% | +40.5% |
| 1Y | +34.9% | +6.3% | +28.6% | +32.1% |
| 3Y | +67.3% | +46.0% | +21.3% | +49.1% |
| All | +172.4% | +47.5% | +124.9% | +142.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling