+13.8%
FIX vs LNG
+42.8%
-29.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -0.4% |
| 7D | -13.9% | -5.5% | -8.5% | -15.1% |
| 30D | -35.5% | +5.7% | -41.3% | -34.1% |
| 3M | -33.9% | +10.7% | -44.7% | -31.4% |
| 6M | -43.3% | +23.1% | -66.4% | -39.1% |
| YTD | +18.7% | +52.4% | -33.7% | +23.2% |
| 1Y | +13.8% | +40.0% | -26.3% | +20.0% |
| All | +13.8% | +42.8% | -29.0% | +20.0% |
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