+7,843.3%
FIX vs LNG
+3,551.9%
+4,291.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.6% | +6.0% | +5.5% |
| 7D | -17.5% | -15.9% | -1.6% | -16.2% |
| 30D | -41.6% | +2.1% | -43.7% | -41.7% |
| 3M | -40.6% | +4.8% | -45.4% | -40.9% |
| 6M | -49.4% | +6.8% | -56.2% | -49.8% |
| YTD | +9.2% | +44.0% | -34.8% | +5.4% |
| 1Y | +6.5% | +34.9% | -28.5% | +3.3% |
| 3Y | +448.7% | +67.3% | +381.4% | +423.4% |
| 5Y | +948.7% | +170.1% | +778.6% | +857.7% |
| 10Y | +3,659.7% | +693.0% | +2,966.7% | +3,047.9% |
| All | +7,843.3% | +3,551.9% | +4,291.5% | +4,504.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling