+59.4%
FDX vs LNG
+73.1%
-13.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.6% |
| 7D | -2.3% | -6.7% | +4.4% | -1.6% |
| 30D | -4.9% | +3.9% | -8.7% | -5.3% |
| 3M | -6.5% | +15.5% | -22.0% | -8.0% |
| 6M | +6.7% | +10.5% | -3.9% | +4.6% |
| YTD | +33.9% | +43.0% | -9.1% | +25.1% |
| 1Y | +72.2% | +18.9% | +53.3% | +66.7% |
| All | +59.4% | +73.1% | -13.7% | +41.1% |
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