+2,954.7%
FDX vs LNG
+1,236.6%
+1,718.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.8% | -2.8% | +0.8% |
| 7D | -2.1% | +4.5% | -6.6% | -2.2% |
| 30D | +10.4% | +8.0% | +2.4% | +10.0% |
| 3M | +0.5% | +15.0% | -14.5% | -0.2% |
| 6M | +6.5% | +27.1% | -20.6% | +5.3% |
| YTD | +40.2% | +58.1% | -17.9% | +37.3% |
| 1Y | +52.1% | +45.0% | +7.1% | +49.4% |
| 3Y | +72.8% | +82.6% | -9.8% | +67.9% |
| 5Y | +76.3% | +206.8% | -130.5% | +67.3% |
| 10Y | +155.7% | +796.3% | -640.6% | +132.2% |
| All | +2,954.7% | +1,236.6% | +1,718.1% | +2,347.7% |
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 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