+19,032.3%
FAST vs LNG
+1,117.3%
+17,915.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.2% |
| 7D | +2.1% | -15.9% | +17.9% | +2.8% |
| 30D | +6.9% | +2.1% | +4.8% | +6.7% |
| 3M | +4.8% | +4.8% | 0.0% | +4.5% |
| 6M | +19.8% | +6.8% | +13.0% | +19.3% |
| YTD | +34.9% | +44.0% | -9.1% | +32.4% |
| 1Y | +32.8% | +34.9% | -2.1% | +30.7% |
| 3Y | +93.7% | +67.3% | +26.4% | +88.6% |
| 5Y | +105.3% | +170.1% | -64.8% | +94.9% |
| 10Y | +595.4% | +693.0% | -97.7% | +526.8% |
| All | +19,032.3% | +1,117.3% | +17,915.0% | +14,258.0% |
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