+681.2%
LNG vs FTV
+89.3%
+591.8%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.7% | -5.2% |
| 7D | -6.2% | -0.4% | -5.8% | -6.0% |
| 30D | +8.0% | -8.3% | +16.3% | +11.7% |
| 3M | +16.9% | -7.4% | +24.3% | +19.6% |
| 6M | +8.7% | -1.2% | +9.9% | +7.6% |
| YTD | +43.0% | +2.7% | +40.3% | +38.4% |
| 1Y | +19.4% | +18.4% | +1.0% | +8.0% |
| 3Y | +74.7% | -2.0% | +76.7% | +67.9% |
| 5Y | +222.4% | +3.4% | +219.0% | +194.4% |
| 10Y | +532.2% | +78.5% | +453.7% | +331.8% |
| All | +681.2% | +89.3% | +591.8% | +420.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling