+65.0%
FDX vs LNG
+42.0%
+23.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -6.2% | +9.7% | +2.9% |
| 7D | +8.1% | -1.9% | +10.1% | +7.9% |
| 30D | +13.9% | +6.2% | +7.7% | +14.6% |
| 3M | +5.5% | +13.7% | -8.2% | +7.2% |
| 6M | +15.1% | +7.5% | +7.6% | +16.4% |
| YTD | +43.2% | +51.3% | -8.1% | +49.1% |
| 1Y | +65.0% | +42.6% | +22.4% | +68.8% |
| All | +65.0% | +42.0% | +23.1% | +68.8% |
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