+532.2%
LNG vs FN
+882.3%
-350.1%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.2% | -7.7% | -5.7% |
| 7D | -6.2% | +3.5% | -9.7% | -6.5% |
| 30D | +8.0% | -26.0% | +34.0% | +11.0% |
| 3M | +16.9% | -33.3% | +50.2% | +20.9% |
| 6M | +8.7% | -14.9% | +23.6% | +7.5% |
| YTD | +43.0% | -8.6% | +51.6% | +38.7% |
| 1Y | +19.4% | +12.3% | +7.1% | +11.3% |
| 3Y | +74.7% | +174.4% | -99.7% | +32.5% |
| 5Y | +222.4% | +296.4% | -74.0% | +118.8% |
| 10Y | +532.2% | +890.0% | -357.8% | +239.9% |
| All | +532.2% | +882.3% | -350.1% | +239.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling