+5,993.3%
FIX vs LNG
+545.4%
+5,447.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.5% | +7.8% | +4.1% |
| 7D | +6.1% | -6.2% | +12.2% | +8.1% |
| 30D | -2.7% | +8.0% | -10.7% | -5.4% |
| 3M | -10.9% | +16.9% | -27.9% | -16.3% |
| 6M | +29.0% | +8.7% | +20.3% | +22.9% |
| YTD | +76.9% | +43.0% | +33.9% | +52.0% |
| 1Y | +130.7% | +19.4% | +111.3% | +111.2% |
| 3Y | +790.7% | +74.7% | +716.0% | +609.1% |
| 5Y | +2,185.6% | +222.4% | +1,963.1% | +1,280.1% |
| 10Y | +5,993.3% | +532.2% | +5,461.1% | +2,689.9% |
| All | +5,993.3% | +545.4% | +5,447.9% | +2,689.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling