+10,029.3%
LNG vs FN
+3,620.5%
+6,408.8%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | 0.0% |
| 7D | +3.4% | -1.7% | +5.1% | +3.7% |
| 30D | +14.9% | -22.0% | +36.9% | +18.1% |
| 3M | +21.4% | -43.0% | +64.4% | +29.5% |
| 6M | +17.8% | -27.7% | +45.6% | +19.3% |
| YTD | +51.3% | -10.5% | +61.8% | +46.7% |
| 1Y | +24.4% | +12.5% | +11.9% | +14.9% |
| 3Y | +79.7% | +153.8% | -74.1% | +35.1% |
| 5Y | +241.3% | +288.0% | -46.7% | +128.4% |
| 10Y | +603.1% | +906.4% | -303.3% | +271.2% |
| All | +10,029.3% | +3,620.5% | +6,408.8% | +4,362.5% |
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