+1,108.8%
LNG vs FITB
+1,287.0%
-178.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.8% | -5.3% |
| 7D | -6.2% | +2.8% | -9.0% | -6.8% |
| 30D | +8.0% | -4.5% | +12.5% | +9.2% |
| 3M | +16.9% | +5.7% | +11.3% | +15.0% |
| 6M | +8.7% | +17.1% | -8.4% | +3.6% |
| YTD | +43.0% | +18.3% | +24.7% | +35.7% |
| 1Y | +19.4% | +23.9% | -4.5% | +11.6% |
| 3Y | +74.7% | +131.1% | -56.4% | +36.4% |
| 5Y | +222.4% | +71.1% | +151.3% | +165.4% |
| 10Y | +532.2% | +283.9% | +248.3% | +301.9% |
| All | +1,108.8% | +1,287.0% | -178.2% | +451.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling