+231.7%
LNG vs FLUT
-51.9%
+283.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.3% | +0.7% |
| 7D | -4.5% | -3.6% | -0.9% | -4.2% |
| 30D | +4.7% | -0.3% | +5.0% | +4.6% |
| 3M | +15.1% | -12.6% | +27.8% | +16.0% |
| 6M | +13.6% | -8.0% | +21.6% | +13.7% |
| YTD | +44.0% | -54.1% | +98.1% | +52.2% |
| 1Y | +18.4% | -66.1% | +84.5% | +28.2% |
| 3Y | +75.9% | -45.0% | +120.9% | +82.1% |
| 5Y | +231.7% | -51.2% | +282.9% | +240.3% |
| All | +231.7% | -51.9% | +283.5% | +240.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling