+1,108.8%
LNG vs FHN
+585.2%
+523.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.1% | -4.4% | -5.1% |
| 7D | -6.2% | +2.7% | -8.8% | -6.9% |
| 30D | +8.0% | -3.1% | +11.1% | +9.0% |
| 3M | +16.9% | +2.3% | +14.6% | +15.9% |
| 6M | +8.7% | +9.7% | -1.1% | +5.1% |
| YTD | +43.0% | +4.7% | +38.3% | +40.0% |
| 1Y | +19.4% | +13.8% | +5.7% | +13.4% |
| 3Y | +74.7% | +131.6% | -56.9% | +29.5% |
| 5Y | +222.4% | +91.1% | +131.3% | +136.5% |
| 10Y | +532.2% | +126.6% | +405.6% | +306.1% |
| All | +1,108.8% | +585.2% | +523.6% | +696.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling