+25.0%
FLEX vs LNG
+42.0%
-17.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -6.2% | -6.2% | -14.7% |
| 7D | -17.0% | -1.9% | -15.0% | -17.1% |
| 30D | -33.8% | +6.2% | -40.1% | -30.9% |
| 3M | -39.0% | +13.7% | -52.8% | -33.8% |
| 6M | -15.9% | +7.5% | -23.4% | -9.2% |
| YTD | +27.8% | +51.3% | -23.5% | +54.7% |
| 1Y | +25.0% | +42.6% | -17.7% | +41.3% |
| All | +25.0% | +42.0% | -17.0% | +41.3% |
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