+241.6%
LNG vs FN
+289.0%
-47.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | +0.2% |
| 7D | +3.4% | -1.7% | +5.1% | +3.5% |
| 30D | +14.9% | -22.0% | +36.9% | +16.0% |
| 3M | +21.4% | -43.0% | +64.4% | +24.7% |
| 6M | +17.8% | -27.7% | +45.6% | +18.2% |
| YTD | +51.3% | -10.5% | +61.8% | +48.4% |
| 1Y | +24.4% | +12.5% | +11.9% | +18.7% |
| 3Y | +79.7% | +153.8% | -74.1% | +50.4% |
| All | +241.6% | +289.0% | -47.4% | +154.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling