+85.9%
LNG vs FN
+96.4%
-10.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.3% | +7.1% | -0.1% |
| 7D | +11.3% | +0.3% | +11.1% | +11.3% |
| 30D | +10.6% | -16.5% | +27.2% | +10.8% |
| 3M | +16.1% | -42.1% | +58.2% | +16.8% |
| 6M | +29.6% | -52.9% | +82.4% | +31.0% |
| YTD | +60.3% | -28.0% | +88.3% | +58.4% |
| 1Y | +46.1% | -18.5% | +64.6% | +43.2% |
| 3Y | +85.9% | +93.9% | -7.9% | +78.7% |
| All | +85.9% | +96.4% | -10.5% | +78.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling