+9,807.0%
LNG vs FN
+3,241.9%
+6,565.1%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +11.9% | -9.1% | +1.1% |
| 7D | -8.4% | +16.3% | -24.6% | -10.6% |
| 30D | +2.7% | -24.7% | +27.4% | +5.9% |
| 3M | +11.7% | -34.9% | +46.7% | +16.6% |
| 6M | +19.5% | -41.1% | +60.6% | +24.7% |
| YTD | +48.0% | -19.6% | +67.6% | +44.0% |
| 1Y | +38.4% | -18.5% | +56.9% | +33.5% |
| 3Y | +71.9% | +119.1% | -47.3% | +31.0% |
| 5Y | +179.9% | +206.9% | -27.1% | +93.2% |
| 10Y | +700.5% | +826.4% | -125.9% | +323.4% |
| All | +9,807.0% | +3,241.9% | +6,565.1% | +4,280.3% |
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 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