+64.4%
FDX vs LNG
+218.5%
-154.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.5% | +2.9% | -1.8% |
| 7D | -3.3% | -6.2% | +2.8% | -2.4% |
| 30D | -1.4% | +8.0% | -9.4% | -2.6% |
| 3M | -4.5% | +16.9% | -21.4% | -6.9% |
| 6M | +9.4% | +8.7% | +0.7% | +7.3% |
| YTD | +36.0% | +43.0% | -7.0% | +26.6% |
| 1Y | +75.5% | +19.4% | +56.1% | +68.9% |
| 3Y | +62.8% | +74.7% | -11.9% | +44.0% |
| 5Y | +64.4% | +222.4% | -158.0% | +37.3% |
| All | +64.4% | +218.5% | -154.1% | +37.3% |
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