+165.0%
LNG vs FGI
-70.6%
+235.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.6% |
| 7D | -15.9% | -7.0% | -8.9% | -15.8% |
| 30D | +2.1% | -4.2% | +6.3% | +2.1% |
| 3M | +4.8% | +55.6% | -50.8% | +4.3% |
| 6M | +6.8% | -3.2% | +10.0% | +6.6% |
| YTD | +44.0% | +29.1% | +14.9% | +42.8% |
| 1Y | +34.9% | +51.0% | -16.0% | +32.9% |
| 3Y | +67.3% | +1.5% | +65.8% | +62.6% |
| All | +165.0% | -70.6% | +235.6% | +164.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling