-23.6%
FPS vs LNG
+46.8%
-70.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | +1.6% | -11.5% | -9.7% |
| 7D | +21.6% | +10.9% | +10.7% | +23.1% |
| 30D | -38.8% | +8.1% | -46.9% | -37.3% |
| 3M | -42.1% | +15.7% | -57.8% | -38.7% |
| 6M | -48.5% | +27.2% | -75.7% | -42.9% |
| All | -23.6% | +46.8% | -70.4% | -20.0% |
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 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