+17,718.0%
FAST vs LNG
+1,178.8%
+16,539.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -0.4% | +3.4% | -3.8% | -0.5% |
| 30D | -0.8% | +14.9% | -15.6% | -1.4% |
| 3M | +5.8% | +21.4% | -15.6% | +4.8% |
| 6M | +8.0% | +17.8% | -9.8% | +7.0% |
| YTD | +25.6% | +51.3% | -25.7% | +23.2% |
| 1Y | +0.8% | +24.4% | -23.6% | -0.3% |
| 3Y | +86.1% | +79.7% | +6.4% | +80.7% |
| 5Y | +100.2% | +241.3% | -141.1% | +88.2% |
| 10Y | +494.2% | +603.1% | -109.0% | +438.2% |
| All | +17,718.0% | +1,178.8% | +16,539.2% | +13,250.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling