+3,644.4%
FIX vs LNG
+724.9%
+2,919.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -1.6% |
| 7D | -13.9% | -5.5% | -8.5% | -12.0% |
| 30D | -35.5% | +5.7% | -41.3% | -36.8% |
| 3M | -33.9% | +10.7% | -44.7% | -36.4% |
| 6M | -43.3% | +23.1% | -66.4% | -47.8% |
| YTD | +18.7% | +52.4% | -33.7% | -0.5% |
| 1Y | +13.8% | +40.0% | -26.3% | -1.7% |
| 3Y | +495.0% | +76.0% | +418.9% | +371.8% |
| 5Y | +1,049.0% | +194.7% | +854.4% | +618.1% |
| 10Y | +3,644.4% | +726.7% | +2,917.7% | +1,533.3% |
| All | +3,644.4% | +724.9% | +2,919.5% | +1,533.3% |
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