+12,471.5%
FIX vs LNG
+3,736.5%
+8,735.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.9% |
| 7D | +6.0% | +3.4% | +2.6% | +5.7% |
| 30D | -7.2% | +14.9% | -22.1% | -8.3% |
| 3M | -15.9% | +21.4% | -37.2% | -17.3% |
| 6M | +12.7% | +17.8% | -5.1% | +10.8% |
| YTD | +72.8% | +51.3% | +21.5% | +66.2% |
| 1Y | +122.9% | +24.4% | +98.5% | +117.8% |
| 3Y | +774.3% | +79.7% | +694.6% | +729.2% |
| 5Y | +2,049.5% | +241.3% | +1,808.2% | +1,827.1% |
| 10Y | +5,821.5% | +603.1% | +5,218.3% | +4,894.1% |
| All | +12,471.5% | +3,736.5% | +8,735.0% | +7,161.5% |
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