+948.1%
FIX vs LNG
+164.0%
+784.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.6% | +6.0% | +5.6% |
| 7D | -17.5% | -15.9% | -1.6% | -14.0% |
| 30D | -41.6% | +2.1% | -43.7% | -41.8% |
| 3M | -40.6% | +4.8% | -45.4% | -41.4% |
| 6M | -49.4% | +6.8% | -56.2% | -50.4% |
| YTD | +9.2% | +44.0% | -34.8% | -4.0% |
| 1Y | +6.5% | +34.9% | -28.5% | -4.5% |
| 3Y | +448.7% | +67.3% | +381.4% | +369.6% |
| All | +948.1% | +164.0% | +784.1% | +681.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling