+153.3%
FDX vs LNG
+735.8%
-582.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | -0.5% |
| 7D | +0.5% | -5.5% | +5.9% | +1.8% |
| 30D | +9.5% | +5.7% | +3.8% | +7.6% |
| 3M | -1.3% | +10.7% | -12.1% | -4.4% |
| 6M | +5.5% | +23.1% | -17.5% | -0.9% |
| YTD | +38.9% | +52.4% | -13.5% | +21.8% |
| 1Y | +58.8% | +40.0% | +18.8% | +42.5% |
| 3Y | +71.1% | +76.0% | -4.9% | +41.2% |
| 5Y | +76.3% | +194.7% | -118.4% | +19.9% |
| All | +153.3% | +735.8% | -582.6% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling