-43.0%
ACN vs LNG
+73.1%
-116.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -6.3% | -6.7% | +0.4% | -5.4% |
| 30D | -1.4% | +3.9% | -5.2% | -1.9% |
| 3M | +2.6% | +15.5% | -12.9% | +0.1% |
| 6M | -14.3% | +10.5% | -24.8% | -16.1% |
| YTD | -33.1% | +43.0% | -76.1% | -36.9% |
| 1Y | -28.8% | +18.9% | -47.7% | -31.1% |
| All | -43.0% | +73.1% | -116.1% | -46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling