+75.9%
LNG vs FDS
-32.7%
+108.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.3% |
| 7D | -6.7% | -8.8% | +2.1% | -5.9% |
| 30D | +3.9% | -1.4% | +5.2% | +4.0% |
| 3M | +15.5% | +13.9% | +1.6% | +13.4% |
| 6M | +10.5% | +27.4% | -16.9% | +6.8% |
| YTD | +43.0% | -2.5% | +45.4% | +43.9% |
| 1Y | +18.9% | -23.8% | +42.7% | +26.2% |
| All | +75.9% | -32.7% | +108.6% | +90.1% |
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