+163.2%
LNG vs FGI
-69.8%
+233.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.9% | -7.4% | -5.5% |
| 7D | -6.2% | +5.2% | -11.3% | -6.2% |
| 30D | +8.0% | +65.2% | -57.2% | +7.4% |
| 3M | +16.9% | +30.2% | -13.3% | +16.4% |
| 6M | +8.7% | +87.8% | -79.1% | +7.2% |
| YTD | +43.0% | +32.5% | +10.6% | +41.8% |
| 1Y | +19.4% | +93.6% | -74.2% | +16.1% |
| 3Y | +74.7% | -2.6% | +77.3% | +70.5% |
| All | +163.2% | -69.8% | +233.0% | +162.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling