+550.0%
LNG vs FDS
+64.8%
+485.2%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | -4.7% | -14.0% | +9.3% | -1.0% |
| 30D | +3.8% | -6.2% | +10.0% | +5.3% |
| 3M | +16.2% | +10.2% | +6.0% | +11.9% |
| 6M | +11.7% | +27.4% | -15.8% | +1.9% |
| YTD | +44.2% | -9.3% | +53.5% | +44.9% |
| 1Y | +18.6% | -28.6% | +47.2% | +28.1% |
| 3Y | +77.4% | -36.8% | +114.2% | +97.0% |
| 5Y | +232.3% | -28.6% | +260.9% | +244.3% |
| All | +550.0% | +64.8% | +485.2% | +375.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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