-43.5%
ACN vs LNG
+229.3%
-272.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.1% |
| 7D | -7.9% | -4.5% | -3.4% | -7.2% |
| 30D | -1.1% | +4.7% | -5.7% | -1.8% |
| 3M | +5.6% | +15.1% | -9.5% | +3.1% |
| 6M | -9.9% | +13.6% | -23.5% | -12.1% |
| YTD | -32.3% | +44.0% | -76.3% | -36.3% |
| 1Y | -25.3% | +18.4% | -43.7% | -27.7% |
| 3Y | -42.3% | +75.9% | -118.1% | -47.7% |
| 5Y | -43.5% | +231.7% | -275.1% | -52.7% |
| All | -43.5% | +229.3% | -272.8% | -52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling