+25,566.1%
LNG vs FTI
+2,107.5%
+23,458.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -6.7% | -2.3% | -4.4% | -5.7% |
| 30D | +3.9% | +5.0% | -1.2% | +1.5% |
| 3M | +15.5% | +13.8% | +1.7% | +8.4% |
| 6M | +10.5% | +22.9% | -12.4% | -0.3% |
| YTD | +43.0% | +75.0% | -32.0% | +9.4% |
| 1Y | +18.9% | +96.9% | -78.0% | -14.5% |
| 3Y | +74.7% | +276.7% | -202.1% | -11.7% |
| 5Y | +231.2% | +1,157.0% | -925.8% | -13.8% |
| 10Y | +544.5% | +310.7% | +233.8% | +124.8% |
| All | +25,566.1% | +2,107.5% | +23,458.6% | +3,851.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling