+5,361.2%
LNG vs FE
+561.4%
+4,799.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | +3.4% | +1.9% | +1.5% | +2.7% |
| 30D | +14.9% | -1.2% | +16.0% | +15.2% |
| 3M | +21.4% | +3.5% | +17.9% | +19.7% |
| 6M | +17.8% | -6.1% | +23.9% | +19.9% |
| YTD | +51.3% | +7.6% | +43.7% | +46.7% |
| 1Y | +24.4% | +11.9% | +12.5% | +18.9% |
| 3Y | +79.7% | +48.4% | +31.2% | +53.5% |
| 5Y | +241.3% | +44.8% | +196.5% | +190.3% |
| 10Y | +603.1% | +115.9% | +487.3% | +380.0% |
| All | +5,361.2% | +561.4% | +4,799.7% | +4,857.6% |
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