+77.1%
LNG vs FLR
+52.3%
+24.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.8% |
| 7D | -4.5% | -6.9% | +2.4% | -4.0% |
| 30D | +4.7% | +1.1% | +3.5% | +4.5% |
| 3M | +15.1% | +14.3% | +0.8% | +13.3% |
| 6M | +13.6% | +19.1% | -5.5% | +11.0% |
| YTD | +44.0% | +35.1% | +8.8% | +38.4% |
| 1Y | +18.4% | +29.5% | -11.1% | +13.8% |
| All | +77.1% | +52.3% | +24.7% | +59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling