-66.1%
FIS vs LNG
+222.3%
-288.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -9.1% | -6.7% | -2.3% | -7.8% |
| 30D | -10.4% | +3.9% | -14.3% | -11.1% |
| 3M | -3.7% | +15.5% | -19.2% | -6.8% |
| 6M | -24.8% | +10.5% | -35.3% | -26.7% |
| YTD | -41.6% | +43.0% | -84.5% | -46.3% |
| 1Y | -42.7% | +18.9% | -61.6% | -45.2% |
| 3Y | -26.2% | +74.7% | -100.9% | -36.4% |
| 5Y | -66.1% | +231.2% | -297.4% | -75.4% |
| All | -66.1% | +222.3% | -288.4% | -75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling