+177.0%
FDX vs LNG
+561.0%
-384.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.7% |
| 7D | -3.9% | -4.5% | +0.6% | -2.7% |
| 30D | -3.3% | +4.7% | -8.0% | -4.5% |
| 3M | -2.0% | +15.1% | -17.1% | -5.8% |
| 6M | +8.0% | +13.6% | -5.5% | +3.3% |
| YTD | +35.0% | +44.0% | -8.9% | +20.7% |
| 1Y | +73.7% | +18.4% | +55.3% | +63.7% |
| 3Y | +61.6% | +75.9% | -14.3% | +33.5% |
| 5Y | +65.4% | +231.7% | -166.3% | +7.8% |
| All | +177.0% | +561.0% | -384.0% | +43.8% |
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 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