-22.6%
FPS vs LNG
+38.2%
-60.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -6.2% | -11.2% | -19.0% |
| 7D | -23.3% | -1.9% | -21.4% | -23.0% |
| 30D | -42.4% | +6.2% | -48.6% | -40.0% |
| 3M | -43.0% | +13.7% | -56.8% | -38.7% |
| 6M | -44.5% | +7.5% | -52.0% | -38.5% |
| All | -22.6% | +38.2% | -60.8% | -19.1% |
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 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