+172.3%
LNG vs FGI
-70.0%
+242.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +2.7% |
| 7D | -8.4% | -1.4% | -7.0% | -8.4% |
| 30D | +2.7% | -3.2% | +5.9% | +2.7% |
| 3M | +11.7% | +64.1% | -52.4% | +11.1% |
| 6M | +19.5% | +17.2% | +2.3% | +19.0% |
| YTD | +48.0% | +31.6% | +16.4% | +46.7% |
| 1Y | +38.4% | +45.1% | -6.7% | +36.4% |
| 3Y | +71.9% | -2.0% | +73.8% | +67.7% |
| All | +172.3% | -70.0% | +242.3% | +171.4% |
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