+3,800.0%
FIX vs LNG
+711.1%
+3,088.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.7% | +6.7% | +8.5% |
| 7D | -7.2% | -8.4% | +1.1% | -4.1% |
| 30D | -35.1% | +2.7% | -37.8% | -35.7% |
| 3M | -34.3% | +11.7% | -46.0% | -36.9% |
| 6M | -42.9% | +19.5% | -62.4% | -46.9% |
| YTD | +19.5% | +48.0% | -28.5% | +1.2% |
| 1Y | +16.8% | +38.4% | -21.6% | +1.3% |
| 3Y | +506.7% | +71.9% | +434.8% | +385.1% |
| 5Y | +1,046.7% | +179.9% | +866.8% | +630.4% |
| 10Y | +3,800.0% | +700.5% | +3,099.5% | +1,627.8% |
| All | +3,800.0% | +711.1% | +3,088.9% | +1,627.8% |
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