+73.7%
FDX vs LNG
+19.6%
+54.1%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.9% |
| 7D | -3.9% | -4.5% | +0.6% | -4.2% |
| 30D | -3.3% | +4.7% | -8.0% | -2.8% |
| 3M | -2.0% | +15.1% | -17.1% | -0.4% |
| 6M | +8.0% | +13.6% | -5.5% | +8.2% |
| YTD | +35.0% | +44.0% | -8.9% | +33.8% |
| 1Y | +73.7% | +18.4% | +55.3% | +82.6% |
| All | +73.7% | +19.6% | +54.1% | +82.6% |
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 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