+1,117.3%
LNG vs FICO
+19,785.6%
-18,668.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -15.9% | -0.9% | -14.9% | -15.6% |
| 30D | +2.1% | +3.3% | -1.2% | +0.5% |
| 3M | +4.8% | -31.7% | +36.5% | +12.5% |
| 6M | +6.8% | -34.0% | +40.8% | +13.7% |
| YTD | +44.0% | -58.3% | +102.3% | +71.0% |
| 1Y | +34.9% | -57.9% | +92.9% | +59.4% |
| 3Y | +67.3% | -24.1% | +91.4% | +57.5% |
| 5Y | +170.1% | +85.3% | +84.8% | +84.0% |
| 10Y | +693.0% | +520.3% | +172.7% | +252.0% |
| All | +1,117.3% | +19,785.6% | -18,668.3% | +195.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling