+689.7%
FLEX vs LNG
+229.3%
+460.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.3% |
| 7D | +0.1% | -4.5% | +4.6% | +0.9% |
| 30D | -11.8% | +4.7% | -16.4% | -12.8% |
| 3M | -22.6% | +15.1% | -37.7% | -25.2% |
| 6M | +77.3% | +13.6% | +63.8% | +69.1% |
| YTD | +78.8% | +44.0% | +34.8% | +58.3% |
| 1Y | +86.1% | +18.4% | +67.7% | +74.8% |
| 3Y | +446.2% | +75.9% | +370.4% | +354.2% |
| 5Y | +689.7% | +231.7% | +458.0% | +408.7% |
| All | +689.7% | +229.3% | +460.4% | +408.7% |
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