+9,541.9%
LNG vs FN
+2,887.5%
+6,654.4%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +11.7% | -12.2% | -2.2% |
| 7D | -15.9% | 0.0% | -15.8% | -16.1% |
| 30D | +2.1% | -34.3% | +36.4% | +7.4% |
| 3M | +4.8% | -39.9% | +44.7% | +10.6% |
| 6M | +6.8% | -51.8% | +58.6% | +14.9% |
| YTD | +44.0% | -28.1% | +72.2% | +42.4% |
| 1Y | +34.9% | -29.1% | +64.0% | +32.9% |
| 3Y | +67.3% | +102.4% | -35.1% | +28.7% |
| 5Y | +170.1% | +171.7% | -1.5% | +89.9% |
| 10Y | +693.0% | +773.5% | -80.5% | +321.8% |
| All | +9,541.9% | +2,887.5% | +6,654.4% | +4,231.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling