-15.9%
ACN vs LNG
+85.6%
-101.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.2% |
| 7D | -3.8% | +11.3% | -15.2% | -5.4% |
| 30D | +16.5% | +10.6% | +5.9% | +14.4% |
| 3M | +41.5% | +16.1% | +25.3% | +37.8% |
| 6M | +60.1% | +29.6% | +30.5% | +52.7% |
| YTD | -3.9% | +60.3% | -64.3% | -11.6% |
| 1Y | +4.1% | +46.1% | -42.0% | -2.9% |
| 3Y | -15.9% | +85.9% | -101.8% | -22.9% |
| All | -15.9% | +85.6% | -101.5% | -22.9% |
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