+86.4%
LNG vs FDS
-23.5%
+109.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.6% | +1.7% |
| 7D | +10.9% | -2.6% | +13.5% | +11.2% |
| 30D | +8.1% | +14.1% | -6.0% | +6.7% |
| 3M | +15.7% | +19.8% | -4.1% | +13.6% |
| 6M | +27.2% | +55.0% | -27.7% | +20.5% |
| YTD | +60.7% | +15.9% | +44.8% | +58.9% |
| 1Y | +46.3% | +24.2% | +22.1% | +42.4% |
| All | +86.4% | -23.5% | +109.9% | +102.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling