+15,242.2%
LNG vs FDS
+10,480.1%
+4,762.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +11.3% | +1.5% | +9.9% | +10.9% |
| 30D | +10.6% | +14.8% | -4.2% | +6.5% |
| 3M | +16.1% | +16.3% | -0.2% | +11.0% |
| 6M | +29.6% | +66.2% | -36.7% | +11.2% |
| YTD | +60.3% | +16.2% | +44.1% | +49.3% |
| 1Y | +46.1% | +21.8% | +24.3% | +34.0% |
| 3Y | +85.9% | -23.9% | +109.8% | +91.4% |
| 5Y | +210.8% | -23.1% | +234.0% | +214.8% |
| 10Y | +808.8% | +128.7% | +680.1% | +570.3% |
| All | +15,242.2% | +10,480.1% | +4,762.1% | +15,681.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling