+68,104.0%
LNG vs FLUT
+2,054.3%
+66,049.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.5% |
| 7D | +3.4% | -1.6% | +5.1% | +3.5% |
| 30D | +14.9% | +7.7% | +7.1% | +14.2% |
| 3M | +21.4% | -0.7% | +22.1% | +21.2% |
| 6M | +17.8% | -11.2% | +29.0% | +18.2% |
| YTD | +51.3% | -53.4% | +104.7% | +57.9% |
| 1Y | +24.4% | -65.8% | +90.2% | +32.3% |
| 3Y | +79.7% | -44.9% | +124.6% | +84.0% |
| 5Y | +241.3% | -49.7% | +291.0% | +246.5% |
| 10Y | +603.1% | -9.7% | +612.8% | +578.7% |
| All | +68,104.0% | +2,054.3% | +66,049.7% | +60,964.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling