+231.7%
LNG vs FFIV
+95.0%
+136.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.0% |
| 7D | -4.5% | +1.6% | -6.1% | -4.8% |
| 30D | +4.7% | -3.7% | +8.4% | +5.3% |
| 3M | +15.1% | +2.0% | +13.2% | +14.3% |
| 6M | +13.6% | +39.3% | -25.7% | +5.3% |
| YTD | +44.0% | +56.1% | -12.2% | +29.7% |
| 1Y | +18.4% | +22.0% | -3.6% | +12.5% |
| 3Y | +75.9% | +148.2% | -72.3% | +41.4% |
| 5Y | +231.7% | +96.3% | +135.3% | +170.3% |
| All | +231.7% | +95.0% | +136.7% | +170.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling