+85.9%
LNG vs FFIV
+95.4%
-9.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.4% | +0.2% |
| 7D | +11.3% | -0.5% | +11.9% | +11.4% |
| 30D | +10.6% | -32.4% | +43.0% | +16.8% |
| 3M | +16.1% | -25.7% | +41.8% | +20.4% |
| 6M | +29.6% | -13.5% | +43.1% | +30.1% |
| YTD | +60.3% | +21.1% | +39.2% | +49.4% |
| 1Y | +46.1% | +29.4% | +16.7% | +33.9% |
| 3Y | +85.9% | +94.9% | -9.0% | +59.3% |
| All | +85.9% | +95.4% | -9.4% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 3y: compounded portfolio wealth divided by compounded FFIV 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…
3y analysis · Full analysis span regression · 6 months rolling