+24.4%
LNG vs FICO
-39.1%
+63.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -16.7% | +17.1% | -0.1% |
| 7D | +3.4% | -19.2% | +22.6% | +2.9% |
| 30D | +14.9% | -14.6% | +29.5% | +14.4% |
| 3M | +21.4% | -20.1% | +41.5% | +21.0% |
| 6M | +17.8% | -36.3% | +54.1% | +19.7% |
| YTD | +51.3% | -44.9% | +96.1% | +53.2% |
| 1Y | +24.4% | -38.6% | +63.1% | +25.9% |
| All | +24.4% | -39.1% | +63.5% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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