+494.2%
FIX vs LNG
+85.6%
+408.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.1% | -1.3% |
| 7D | +9.4% | +11.3% | -1.9% | +6.7% |
| 30D | -27.8% | +10.6% | -38.4% | -29.3% |
| 3M | -35.6% | +16.1% | -51.7% | -37.8% |
| 6M | -45.2% | +29.6% | -74.8% | -48.9% |
| YTD | +19.5% | +60.3% | -40.9% | -1.8% |
| 1Y | +24.2% | +46.1% | -21.9% | +6.7% |
| 3Y | +494.2% | +85.9% | +408.2% | +406.2% |
| All | +494.2% | +85.6% | +408.5% | +406.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling