+507.7%
FAST vs LNG
+545.4%
-37.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.0% | +0.5% |
| 7D | +1.3% | -6.2% | +7.4% | +2.4% |
| 30D | -4.7% | +8.0% | -12.7% | -6.2% |
| 3M | +7.9% | +16.9% | -9.0% | +4.5% |
| 6M | +7.4% | +8.7% | -1.2% | +4.9% |
| YTD | +25.1% | +43.0% | -17.9% | +15.6% |
| 1Y | +4.7% | +19.4% | -14.7% | +0.2% |
| 3Y | +94.7% | +74.7% | +20.0% | +70.6% |
| 5Y | +106.8% | +222.4% | -115.7% | +53.1% |
| 10Y | +507.7% | +532.2% | -24.5% | +281.5% |
| All | +507.7% | +545.4% | -37.8% | +281.5% |
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