+86.8%
ACN vs LNG
+561.0%
-474.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.0% |
| 7D | -7.9% | -4.5% | -3.4% | -6.9% |
| 30D | -1.1% | +4.7% | -5.7% | -2.1% |
| 3M | +5.6% | +15.1% | -9.5% | +2.1% |
| 6M | -9.9% | +13.6% | -23.5% | -13.0% |
| YTD | -32.3% | +44.0% | -76.3% | -38.0% |
| 1Y | -25.3% | +18.4% | -43.7% | -28.6% |
| 3Y | -42.3% | +75.9% | -118.1% | -50.4% |
| 5Y | -43.5% | +231.7% | -275.1% | -59.8% |
| All | +86.8% | +561.0% | -474.2% | +11.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling