+239.9%
FIS vs LNG
+31,174.5%
-30,934.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.2% |
| 7D | +2.8% | +11.3% | -8.5% | +1.9% |
| 30D | -16.7% | +10.6% | -27.4% | -17.4% |
| 3M | -32.3% | +16.1% | -48.4% | -33.1% |
| 6M | -29.1% | +29.6% | -58.6% | -30.7% |
| YTD | -54.1% | +60.3% | -114.5% | -56.0% |
| 1Y | -53.7% | +46.1% | -99.8% | -55.3% |
| 3Y | -38.8% | +85.9% | -124.8% | -42.3% |
| 5Y | -71.1% | +210.8% | -281.9% | -74.0% |
| 10Y | -53.1% | +808.8% | -861.9% | -61.7% |
| All | +239.9% | +31,174.5% | -30,934.6% | +91.1% |
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