-51.1%
FIS vs LNG
+42.0%
-93.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -6.2% | -17.5% | -22.4% |
| 7D | -18.4% | -1.9% | -16.5% | -17.4% |
| 30D | -11.4% | +6.2% | -17.6% | -10.8% |
| 3M | -32.0% | +13.7% | -45.7% | -31.5% |
| 6M | -35.6% | +7.5% | -43.1% | -35.6% |
| YTD | -53.8% | +51.3% | -105.1% | -52.4% |
| 1Y | -51.1% | +42.6% | -93.7% | -49.8% |
| All | -51.1% | +42.0% | -93.1% | -49.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling