+42.6%
LNG vs FN
-25.7%
+68.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -6.0% | -0.2% | -6.4% |
| 7D | -1.9% | -7.0% | +5.1% | -2.2% |
| 30D | +6.2% | -24.7% | +30.9% | +5.2% |
| 3M | +13.7% | -35.7% | +49.4% | +12.1% |
| 6M | +7.5% | -52.4% | +59.9% | +5.6% |
| YTD | +51.3% | -25.0% | +76.3% | +50.1% |
| 1Y | +42.6% | -25.7% | +68.3% | +41.6% |
| All | +42.6% | -25.7% | +68.4% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling