+5.0%
FDX vs LNG
+19.6%
-14.6%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.5% |
| 7D | -2.5% | +3.4% | -6.0% | -2.0% |
| 30D | +3.8% | +14.9% | -11.1% | +6.0% |
| 3M | -1.3% | +21.4% | -22.7% | +2.3% |
| 6M | +5.0% | +17.8% | -12.8% | +7.4% |
| All | +5.0% | +19.6% | -14.6% | +7.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling