-40.7%
FIS vs LNG
+561.0%
-601.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.0% |
| 7D | -8.9% | -4.5% | -4.4% | -7.9% |
| 30D | -9.9% | +4.7% | -14.6% | -10.9% |
| 3M | 0.0% | +15.1% | -15.2% | -3.7% |
| 6M | -22.9% | +13.6% | -36.5% | -25.8% |
| YTD | -40.9% | +44.0% | -84.8% | -46.5% |
| 1Y | -40.4% | +18.4% | -58.8% | -43.4% |
| 3Y | -25.4% | +75.9% | -101.2% | -37.0% |
| 5Y | -64.8% | +231.7% | -296.5% | -75.7% |
| All | -40.7% | +561.0% | -601.7% | -67.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling