-57.6%
FISV vs LNG
+74.6%
-132.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.2% | +5.2% | +5.4% |
| 7D | -2.7% | -4.7% | +2.0% | -1.8% |
| 30D | 0.0% | +3.8% | -3.8% | -0.7% |
| 3M | -2.8% | +16.2% | -18.9% | -5.9% |
| 6M | -11.8% | +11.7% | -23.5% | -14.7% |
| YTD | -23.2% | +44.2% | -67.4% | -30.5% |
| 1Y | -62.0% | +18.6% | -80.6% | -63.8% |
| 3Y | -57.6% | +77.4% | -135.0% | -62.7% |
| All | -57.6% | +74.6% | -132.2% | -62.7% |
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