+9,588.0%
FLEX vs LNG
+1,178.8%
+8,409.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.5% |
| 7D | -0.9% | +3.4% | -4.3% | -1.1% |
| 30D | -10.1% | +14.9% | -25.0% | -11.0% |
| 3M | -31.3% | +21.4% | -52.7% | -32.3% |
| 6M | +71.3% | +17.8% | +53.5% | +68.8% |
| YTD | +81.2% | +51.3% | +30.0% | +75.7% |
| 1Y | +98.5% | +24.4% | +74.1% | +94.8% |
| 3Y | +428.2% | +79.7% | +348.6% | +405.5% |
| 5Y | +657.3% | +241.3% | +415.9% | +593.8% |
| 10Y | +995.9% | +603.1% | +392.8% | +859.6% |
| All | +9,588.0% | +1,178.8% | +8,409.2% | +6,390.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling