+726.7%
LNG vs FN
+772.0%
-45.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.8% | +7.8% | +3.5% |
| 7D | -5.5% | -4.1% | -1.4% | -5.2% |
| 30D | +5.7% | -28.3% | +34.1% | +8.8% |
| 3M | +10.7% | -33.9% | +44.6% | +14.2% |
| 6M | +23.1% | -43.9% | +67.0% | +27.9% |
| YTD | +52.4% | -23.4% | +75.9% | +49.3% |
| 1Y | +40.0% | -25.4% | +65.4% | +37.0% |
| 3Y | +76.0% | +107.9% | -31.9% | +38.0% |
| 5Y | +194.7% | +195.1% | -0.4% | +107.7% |
| 10Y | +726.7% | +794.1% | -67.4% | +365.6% |
| All | +726.7% | +772.0% | -45.3% | +365.6% |
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 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