+74.2%
FDX vs LNG
+71.4%
+2.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.7% | +0.7% | +3.2% |
| 7D | +0.2% | -8.4% | +8.6% | +0.9% |
| 30D | +9.3% | +2.7% | +6.6% | +8.8% |
| 3M | +0.5% | +11.7% | -11.3% | -1.0% |
| 6M | +5.3% | +19.5% | -14.2% | +2.9% |
| YTD | +38.6% | +48.0% | -9.4% | +28.2% |
| 1Y | +53.5% | +38.4% | +15.2% | +43.9% |
| 3Y | +74.2% | +71.9% | +2.4% | +54.4% |
| All | +74.2% | +71.4% | +2.8% | +54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling