+14,377.3%
LNG vs FDS
+9,502.8%
+4,874.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +1.3% |
| 7D | +3.4% | -1.9% | +5.3% | +3.9% |
| 30D | +14.9% | +9.0% | +5.9% | +12.1% |
| 3M | +21.4% | +18.9% | +2.5% | +14.9% |
| 6M | +17.8% | +35.1% | -17.3% | +6.6% |
| YTD | +51.3% | +5.5% | +45.8% | +45.3% |
| 1Y | +24.4% | -16.8% | +41.2% | +26.6% |
| 3Y | +79.7% | -28.1% | +107.7% | +88.4% |
| 5Y | +241.3% | -17.4% | +258.7% | +239.9% |
| 10Y | +603.1% | +85.4% | +517.7% | +450.1% |
| All | +14,377.3% | +9,502.8% | +4,874.4% | +15,251.2% |
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