+75.3%
FDX vs LNG
+175.6%
-100.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.7% | +0.7% | +3.1% |
| 7D | +0.2% | -8.4% | +8.6% | +1.4% |
| 30D | +9.3% | +2.7% | +6.6% | +8.6% |
| 3M | +0.5% | +11.7% | -11.3% | -1.6% |
| 6M | +5.3% | +19.5% | -14.2% | +1.8% |
| YTD | +38.6% | +48.0% | -9.4% | +27.3% |
| 1Y | +53.5% | +38.4% | +15.2% | +42.8% |
| 3Y | +74.2% | +71.9% | +2.4% | +53.0% |
| 5Y | +75.3% | +179.9% | -104.6% | +37.7% |
| All | +75.3% | +175.6% | -100.4% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling