+1,178.8%
LNG vs FICO
+26,212.6%
-25,033.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -16.7% | +17.1% | +5.0% |
| 7D | +3.4% | -19.2% | +22.6% | +9.0% |
| 30D | +14.9% | -14.6% | +29.5% | +18.8% |
| 3M | +21.4% | -20.1% | +41.5% | +26.4% |
| 6M | +17.8% | -36.3% | +54.1% | +28.1% |
| YTD | +51.3% | -44.9% | +96.1% | +70.7% |
| 1Y | +24.4% | -38.6% | +63.1% | +34.2% |
| 3Y | +79.7% | +4.0% | +75.7% | +58.6% |
| 5Y | +241.3% | +99.5% | +141.8% | +135.4% |
| 10Y | +603.1% | +604.7% | -1.5% | +210.5% |
| All | +1,178.8% | +26,212.6% | -25,033.8% | +195.1% |
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