+5,608.0%
LNG vs FE
+564.6%
+5,043.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.6% | +3.7% |
| 7D | +4.5% | -0.4% | +4.9% | +4.7% |
| 30D | +8.0% | +3.6% | +4.4% | +6.7% |
| 3M | +15.0% | +0.3% | +14.7% | +14.8% |
| 6M | +27.1% | +6.4% | +20.7% | +24.0% |
| YTD | +58.1% | +8.1% | +50.0% | +53.0% |
| 1Y | +45.0% | +4.6% | +40.4% | +41.9% |
| 3Y | +82.6% | +49.1% | +33.5% | +55.8% |
| 5Y | +206.8% | +46.1% | +160.7% | +160.4% |
| 10Y | +796.3% | +122.7% | +673.6% | +504.8% |
| All | +5,608.0% | +564.6% | +5,043.4% | +5,070.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling