+550.0%
LNG vs FTV
+80.7%
+469.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | 0.0% |
| 7D | -4.7% | -4.0% | -0.7% | -3.1% |
| 30D | +3.8% | -11.0% | +14.8% | +8.6% |
| 3M | +16.2% | -8.4% | +24.6% | +19.4% |
| 6M | +11.7% | -2.6% | +14.2% | +11.1% |
| YTD | +44.2% | -0.6% | +44.8% | +41.3% |
| 1Y | +18.6% | +11.0% | +7.6% | +10.2% |
| 3Y | +77.4% | -6.3% | +83.8% | +73.7% |
| 5Y | +232.3% | -1.5% | +233.8% | +210.0% |
| All | +550.0% | +80.7% | +469.3% | +357.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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