-24.7%
ACN vs LNG
+23.0%
-47.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.4% |
| 7D | -1.5% | +3.4% | -4.9% | -2.0% |
| 30D | +9.4% | +14.9% | -5.5% | +6.9% |
| 3M | +5.6% | +21.4% | -15.7% | +1.4% |
| 6M | -9.3% | +17.8% | -27.1% | -13.2% |
| YTD | -29.0% | +51.3% | -80.3% | -34.9% |
| 1Y | -24.7% | +24.4% | -49.1% | -29.4% |
| All | -24.7% | +23.0% | -47.7% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 1y: compounded portfolio wealth divided by compounded LNG 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…
1y analysis · Full analysis span regression · 6 months rolling