+169.6%
LNG vs FICO
+81.4%
+88.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -15.9% | -0.9% | -14.9% | -15.8% |
| 30D | +2.1% | +3.3% | -1.2% | +1.6% |
| 3M | +4.8% | -31.7% | +36.5% | +7.1% |
| 6M | +6.8% | -34.0% | +40.8% | +8.8% |
| YTD | +44.0% | -58.3% | +102.3% | +54.4% |
| 1Y | +34.9% | -57.9% | +92.9% | +44.3% |
| 3Y | +67.3% | -24.1% | +91.4% | +63.2% |
| All | +169.6% | +81.4% | +88.1% | +128.3% |
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