+376.5%
FIS vs LNG
+29,411.4%
-29,034.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | +1.1% | +3.4% | -2.3% | +0.8% |
| 30D | -2.2% | +14.9% | -17.1% | -3.4% |
| 3M | +2.1% | +21.4% | -19.2% | +0.3% |
| 6M | -14.7% | +17.8% | -32.5% | -16.1% |
| YTD | -35.7% | +51.3% | -87.0% | -38.1% |
| 1Y | -37.1% | +24.4% | -61.5% | -38.4% |
| 3Y | -20.0% | +79.7% | -99.7% | -24.4% |
| 5Y | -62.1% | +241.3% | -303.4% | -66.3% |
| 10Y | -37.4% | +603.1% | -640.5% | -48.0% |
| All | +376.5% | +29,411.4% | -29,034.8% | +169.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling