+550.0%
LNG vs FITB
+290.8%
+259.2%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | 0.0% |
| 7D | -4.7% | -0.3% | -4.4% | -4.6% |
| 30D | +3.8% | -5.7% | +9.5% | +5.8% |
| 3M | +16.2% | +3.2% | +13.0% | +14.6% |
| 6M | +11.7% | +23.4% | -11.7% | +3.3% |
| YTD | +44.2% | +18.8% | +25.4% | +34.5% |
| 1Y | +18.6% | +25.0% | -6.4% | +8.2% |
| 3Y | +77.4% | +131.2% | -53.8% | +27.1% |
| 5Y | +232.3% | +70.7% | +161.6% | +154.7% |
| All | +550.0% | +290.8% | +259.2% | +245.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling