+229.4%
LNG vs FHN
+86.3%
+143.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | -6.7% | 0.0% | -6.8% | -6.7% |
| 30D | +3.9% | -2.6% | +6.4% | +4.3% |
| 3M | +15.5% | 0.0% | +15.5% | +15.4% |
| 6M | +10.5% | +9.2% | +1.3% | +8.6% |
| YTD | +43.0% | +4.3% | +38.6% | +41.5% |
| 1Y | +18.9% | +10.8% | +8.1% | +16.2% |
| 3Y | +74.7% | +130.7% | -56.1% | +51.7% |
| All | +229.4% | +86.3% | +143.1% | +163.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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