-53.1%
FISV vs LNG
+228.1%
-281.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.2% | +5.2% | +5.4% |
| 7D | -2.7% | -4.7% | +2.0% | -1.7% |
| 30D | 0.0% | +3.8% | -3.8% | -0.8% |
| 3M | -2.8% | +16.2% | -18.9% | -6.2% |
| 6M | -11.8% | +11.7% | -23.5% | -14.7% |
| YTD | -23.2% | +44.2% | -67.4% | -30.3% |
| 1Y | -62.0% | +18.6% | -80.6% | -63.7% |
| 3Y | -57.6% | +77.4% | -135.0% | -63.6% |
| All | -53.1% | +228.1% | -281.3% | -66.6% |
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