+214.3%
LNG vs FDS
-23.4%
+237.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.6% | +1.8% |
| 7D | +10.9% | -2.6% | +13.5% | +11.3% |
| 30D | +8.1% | +14.1% | -6.0% | +6.0% |
| 3M | +15.7% | +19.8% | -4.1% | +12.5% |
| 6M | +27.2% | +55.0% | -27.7% | +17.9% |
| YTD | +60.7% | +15.9% | +44.8% | +56.7% |
| 1Y | +46.3% | +24.2% | +22.1% | +40.1% |
| 3Y | +85.6% | -24.0% | +109.7% | +98.1% |
| All | +214.3% | -23.4% | +237.7% | +229.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling