+1,086.7%
FLEX vs LNG
+543.8%
+542.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +6.4% | -6.7% | +13.1% | +8.8% |
| 30D | -5.9% | +3.9% | -9.7% | -7.5% |
| 3M | -23.5% | +15.5% | -39.0% | -28.2% |
| 6M | +83.7% | +10.5% | +73.2% | +72.1% |
| YTD | +86.5% | +43.0% | +43.5% | +56.5% |
| 1Y | +100.5% | +18.9% | +81.6% | +81.0% |
| 3Y | +469.8% | +74.7% | +395.2% | +329.3% |
| 5Y | +725.7% | +231.2% | +494.4% | +338.5% |
| 10Y | +1,086.7% | +544.5% | +542.2% | +367.1% |
| All | +1,086.7% | +543.8% | +542.9% | +367.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling