+539.0%
LNG vs FND
+58.4%
+480.6%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.6% | -0.9% | -4.8% |
| 7D | -6.2% | +0.4% | -6.5% | -6.2% |
| 30D | +8.0% | -23.6% | +31.6% | +11.8% |
| 3M | +16.9% | +4.3% | +12.6% | +15.1% |
| 6M | +8.7% | -20.3% | +28.9% | +10.6% |
| YTD | +43.0% | -21.3% | +64.3% | +45.2% |
| 1Y | +19.4% | -45.4% | +64.8% | +28.2% |
| 3Y | +74.7% | -48.9% | +123.6% | +82.6% |
| 5Y | +222.4% | -61.0% | +283.5% | +240.9% |
| All | +539.0% | +58.4% | +480.6% | +396.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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