+42.6%
LNG vs FITB
+36.9%
+5.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.5% | -7.6% | -6.1% |
| 7D | -1.9% | +2.3% | -4.3% | -1.8% |
| 30D | +6.2% | +7.7% | -1.5% | +6.6% |
| 3M | +13.7% | -4.5% | +18.2% | +13.5% |
| 6M | +7.5% | +12.5% | -5.0% | +8.0% |
| YTD | +51.3% | +19.8% | +31.5% | +57.0% |
| 1Y | +42.6% | +34.1% | +8.5% | +50.2% |
| All | +42.6% | +36.9% | +5.8% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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