+77.1%
LNG vs FTI
+264.2%
-187.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +1.6% |
| 7D | -4.5% | -5.6% | +1.1% | -2.8% |
| 30D | +4.7% | +0.4% | +4.3% | +4.5% |
| 3M | +15.1% | +8.1% | +7.0% | +12.3% |
| 6M | +13.6% | +16.7% | -3.1% | +8.1% |
| YTD | +44.0% | +70.0% | -26.0% | +22.7% |
| 1Y | +18.4% | +85.4% | -67.1% | -2.1% |
| All | +77.1% | +264.2% | -187.1% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling