+2,941.7%
FDX vs LNG
+1,178.8%
+1,762.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.6% |
| 7D | -2.5% | +3.4% | -6.0% | -2.7% |
| 30D | +3.8% | +14.9% | -11.1% | +3.2% |
| 3M | -1.3% | +21.4% | -22.7% | -2.1% |
| 6M | +5.0% | +17.8% | -12.8% | +4.2% |
| YTD | +39.6% | +51.3% | -11.6% | +37.1% |
| 1Y | +81.1% | +24.4% | +56.7% | +79.2% |
| 3Y | +63.0% | +79.7% | -16.6% | +58.6% |
| 5Y | +65.6% | +241.3% | -175.7% | +56.6% |
| 10Y | +183.4% | +603.1% | -419.8% | +159.5% |
| All | +2,941.7% | +1,178.8% | +1,762.9% | +2,343.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling