+578.8%
LNG vs USFR
+27.6%
+551.2%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | -6.2% | +0.1% | -6.2% | -6.2% |
| 30D | +8.0% | +0.3% | +7.7% | +7.8% |
| 3M | +16.9% | +1.0% | +15.9% | +16.2% |
| 6M | +8.7% | +1.9% | +6.7% | +7.4% |
| YTD | +43.0% | +2.7% | +40.4% | +40.8% |
| 1Y | +19.4% | +4.0% | +15.4% | +16.7% |
| 3Y | +74.7% | +14.0% | +60.7% | +62.2% |
| 5Y | +222.4% | +20.4% | +202.0% | +190.2% |
| 10Y | +532.2% | +28.1% | +504.2% | +453.9% |
| All | +578.8% | +27.6% | +551.2% | +471.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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