+30.9%
FAST vs LNG
+34.9%
-4.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.2% |
| 7D | +2.1% | -15.9% | +17.9% | +1.7% |
| 30D | +6.9% | +2.1% | +4.8% | +6.8% |
| 3M | +4.8% | +4.8% | 0.0% | +4.8% |
| 6M | +19.8% | +6.8% | +13.0% | +19.6% |
| YTD | +34.9% | +44.0% | -9.1% | +26.7% |
| All | +30.9% | +34.9% | -4.0% | +23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling