+231.7%
LNG vs FITB
+68.4%
+163.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.2% | +0.6% |
| 7D | -4.5% | -1.0% | -3.5% | -4.3% |
| 30D | +4.7% | -5.5% | +10.2% | +6.0% |
| 3M | +15.1% | +4.1% | +11.0% | +13.8% |
| 6M | +13.6% | +18.7% | -5.2% | +8.5% |
| YTD | +44.0% | +18.2% | +25.8% | +37.3% |
| 1Y | +18.4% | +23.7% | -5.3% | +11.3% |
| 3Y | +75.9% | +130.8% | -54.9% | +39.4% |
| 5Y | +231.7% | +69.8% | +161.9% | +158.2% |
| All | +231.7% | +68.4% | +163.3% | +158.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling