+529.2%
FAST vs LNG
+689.4%
-160.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.3% |
| 7D | +2.1% | -15.9% | +17.9% | +5.1% |
| 30D | +6.9% | +2.1% | +4.8% | +6.2% |
| 3M | +4.8% | +4.8% | 0.0% | +3.5% |
| 6M | +19.8% | +6.8% | +13.0% | +17.5% |
| YTD | +34.9% | +44.0% | -9.1% | +24.2% |
| 1Y | +32.8% | +34.9% | -2.1% | +23.7% |
| 3Y | +93.7% | +67.3% | +26.4% | +71.0% |
| 5Y | +105.3% | +170.1% | -64.8% | +58.8% |
| All | +529.2% | +689.4% | -160.2% | +288.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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