+122.9%
FIX vs LNG
+23.0%
+99.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +2.0% |
| 7D | +6.0% | +3.4% | +2.6% | +7.1% |
| 30D | -7.2% | +14.9% | -22.1% | -3.3% |
| 3M | -15.9% | +21.4% | -37.2% | -10.0% |
| 6M | +12.7% | +17.8% | -5.1% | +18.3% |
| YTD | +72.8% | +51.3% | +21.5% | +90.6% |
| 1Y | +122.9% | +24.4% | +98.5% | +128.9% |
| All | +122.9% | +23.0% | +99.8% | +128.9% |
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