+98.1%
FAST vs LNG
+71.0%
+27.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.5% | +0.5% | +2.8% |
| 7D | +3.8% | -8.6% | +12.4% | +4.6% |
| 30D | +8.1% | +2.4% | +5.6% | +7.6% |
| 3M | +5.8% | +11.5% | -5.7% | +4.4% |
| 6M | +24.9% | +19.2% | +5.6% | +22.1% |
| YTD | +38.9% | +47.6% | -8.7% | +29.8% |
| 1Y | +36.5% | +38.0% | -1.6% | +28.8% |
| 3Y | +98.1% | +71.5% | +26.7% | +87.3% |
| All | +98.1% | +71.0% | +27.1% | +87.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling