+473.3%
FLEX vs LNG
+203.0%
+270.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.8% | 0.0% | +3.1% |
| 7D | +2.2% | +4.5% | -2.3% | +1.5% |
| 30D | -32.6% | +8.0% | -40.7% | -33.5% |
| 3M | -35.5% | +15.0% | -50.5% | -37.2% |
| 6M | -45.6% | +27.1% | -72.6% | -48.3% |
| YTD | +30.7% | +58.1% | -27.4% | +14.2% |
| 1Y | +28.4% | +45.0% | -16.6% | +15.0% |
| 3Y | +301.7% | +82.6% | +219.0% | +237.0% |
| 5Y | +473.3% | +206.8% | +266.4% | +298.0% |
| All | +473.3% | +203.0% | +270.3% | +298.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling