+11.4%
FPS vs LNG
+30.6%
-19.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.5% | +8.5% | +0.9% |
| 7D | +10.4% | -6.2% | +16.5% | +7.8% |
| 30D | -16.5% | +8.0% | -24.5% | -13.9% |
| 3M | -45.5% | +16.9% | -62.4% | -42.4% |
| 6M | +2.1% | +8.7% | -6.6% | +13.6% |
| All | +11.4% | +30.6% | -19.2% | +11.6% |
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