+550.0%
LNG vs FLR
+19.7%
+530.2%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | 0.0% |
| 7D | -4.7% | -3.5% | -1.2% | -4.1% |
| 30D | +3.8% | +4.2% | -0.4% | +2.9% |
| 3M | +16.2% | +8.1% | +8.1% | +13.3% |
| 6M | +11.7% | +21.5% | -9.8% | +5.8% |
| YTD | +44.2% | +36.8% | +7.4% | +33.0% |
| 1Y | +18.6% | +31.2% | -12.6% | +9.6% |
| 3Y | +77.4% | +53.9% | +23.5% | +51.9% |
| 5Y | +232.3% | +243.0% | -10.8% | +137.5% |
| All | +550.0% | +19.7% | +530.2% | +369.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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