+550.0%
LNG vs FTI
+305.3%
+244.7%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.1% |
| 7D | -4.7% | -4.4% | -0.3% | -3.3% |
| 30D | +3.8% | +1.5% | +2.3% | +3.3% |
| 3M | +16.2% | +8.2% | +8.0% | +12.9% |
| 6M | +11.7% | +18.8% | -7.1% | +5.0% |
| YTD | +44.2% | +71.7% | -27.5% | +20.1% |
| 1Y | +18.6% | +90.0% | -71.5% | -5.0% |
| 3Y | +77.4% | +270.5% | -193.1% | +10.7% |
| 5Y | +232.3% | +1,084.5% | -852.3% | +33.6% |
| All | +550.0% | +305.3% | +244.7% | +221.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling