+18.9%
LNG vs FGI
+93.3%
-74.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | 0.0% |
| 7D | -6.7% | +14.7% | -21.4% | -6.7% |
| 30D | +3.9% | +67.0% | -63.1% | +4.2% |
| 3M | +15.5% | +31.0% | -15.5% | +15.9% |
| 6M | +10.5% | +126.8% | -116.3% | +10.8% |
| YTD | +43.0% | +35.6% | +7.3% | +43.9% |
| 1Y | +18.9% | +108.9% | -90.0% | +18.3% |
| All | +18.9% | +93.3% | -74.4% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling