+800.2%
LNG vs FLUT
-26.8%
+827.1%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.2% |
| 7D | +11.3% | -0.7% | +12.0% | +11.4% |
| 30D | +10.6% | +9.3% | +1.4% | +9.9% |
| 3M | +16.1% | -17.5% | +33.6% | +17.3% |
| 6M | +29.6% | -14.6% | +44.2% | +30.3% |
| YTD | +60.3% | -62.3% | +122.6% | +70.6% |
| 1Y | +46.1% | -59.6% | +105.7% | +54.6% |
| 3Y | +85.9% | -45.3% | +131.2% | +91.4% |
| 5Y | +210.8% | -50.4% | +261.3% | +216.3% |
| All | +800.2% | -26.8% | +827.1% | +790.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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