+9,930.0%
LNG vs FFIV
+7,518.9%
+2,411.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | +3.4% | -1.0% | +4.4% | +3.5% |
| 30D | +14.9% | -5.1% | +19.9% | +15.6% |
| 3M | +21.4% | -4.5% | +25.8% | +21.8% |
| 6M | +17.8% | +36.5% | -18.7% | +12.9% |
| YTD | +51.3% | +53.0% | -1.7% | +42.7% |
| 1Y | +24.4% | +24.2% | +0.2% | +20.2% |
| 3Y | +79.7% | +137.2% | -57.5% | +59.4% |
| 5Y | +241.3% | +91.8% | +149.5% | +208.2% |
| 10Y | +603.1% | +215.2% | +388.0% | +492.3% |
| All | +9,930.0% | +7,518.9% | +2,411.1% | +8,975.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling