+241.6%
LNG vs FICO
+99.8%
+141.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -16.7% | +17.1% | +1.8% |
| 7D | +3.4% | -19.2% | +22.6% | +5.2% |
| 30D | +14.9% | -14.6% | +29.5% | +16.1% |
| 3M | +21.4% | -20.1% | +41.5% | +23.0% |
| 6M | +17.8% | -36.3% | +54.1% | +22.2% |
| YTD | +51.3% | -44.9% | +96.1% | +59.6% |
| 1Y | +24.4% | -38.6% | +63.1% | +28.6% |
| 3Y | +79.7% | +4.0% | +75.7% | +71.7% |
| All | +241.6% | +99.8% | +141.8% | +201.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling