+211.6%
LNG vs FLUT
-49.0%
+260.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.1% | +5.7% | +1.9% |
| 7D | +10.9% | -1.2% | +12.2% | +11.0% |
| 30D | +8.1% | +5.0% | +3.1% | +7.7% |
| 3M | +15.7% | -16.4% | +32.1% | +16.8% |
| 6M | +27.2% | -14.6% | +41.8% | +27.9% |
| YTD | +60.7% | -61.9% | +122.6% | +71.7% |
| 1Y | +46.3% | -65.0% | +111.3% | +57.3% |
| 3Y | +85.6% | -44.8% | +130.4% | +92.0% |
| 5Y | +211.6% | -49.9% | +261.5% | +209.5% |
| All | +211.6% | -49.0% | +260.6% | +209.5% |
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