-26.5%
FIS vs LNG
+73.1%
-99.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -9.1% | -6.7% | -2.3% | -8.1% |
| 30D | -10.4% | +3.9% | -14.3% | -10.9% |
| 3M | -3.7% | +15.5% | -19.2% | -6.2% |
| 6M | -24.8% | +10.5% | -35.3% | -26.3% |
| YTD | -41.6% | +43.0% | -84.5% | -45.6% |
| 1Y | -42.7% | +18.9% | -61.6% | -44.7% |
| All | -26.5% | +73.1% | -99.5% | -34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling