-3.7%
FISV vs LNG
+42.0%
-45.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -6.2% | +12.4% | +6.2% |
| 7D | +29.6% | -1.9% | +31.6% | +29.1% |
| 30D | +34.5% | +6.2% | +28.3% | +33.3% |
| 3M | +11.2% | +13.7% | -2.5% | +10.3% |
| 6M | -1.2% | +7.5% | -8.7% | -3.7% |
| YTD | -7.6% | +51.3% | -58.9% | -7.1% |
| 1Y | -3.7% | +42.6% | -46.4% | -2.8% |
| All | -3.7% | +42.0% | -45.7% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling