-38.8%
FIS vs LNG
+85.6%
-124.5%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.2% |
| 7D | +2.8% | +11.3% | -8.5% | +0.5% |
| 30D | -16.7% | +10.6% | -27.4% | -17.9% |
| 3M | -32.3% | +16.1% | -48.4% | -33.7% |
| 6M | -29.1% | +29.6% | -58.6% | -32.0% |
| YTD | -54.1% | +60.3% | -114.5% | -58.0% |
| 1Y | -53.7% | +46.1% | -99.8% | -56.8% |
| 3Y | -38.8% | +85.9% | -124.8% | -46.3% |
| All | -38.8% | +85.6% | -124.5% | -46.3% |
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