+98.5%
FLEX vs LNG
+23.0%
+75.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.7% |
| 7D | -0.9% | +3.4% | -4.3% | +0.8% |
| 30D | -10.1% | +14.9% | -25.0% | -3.5% |
| 3M | -31.3% | +21.4% | -52.7% | -23.3% |
| 6M | +71.3% | +17.8% | +53.5% | +84.5% |
| YTD | +81.2% | +51.3% | +30.0% | +111.2% |
| 1Y | +98.5% | +24.4% | +74.1% | +125.9% |
| All | +98.5% | +23.0% | +75.4% | +125.9% |
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