+86.1%
ARM vs LNG
+23.0%
+63.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.4% | +3.5% | +4.1% |
| 7D | +5.5% | +3.4% | +2.0% | +7.2% |
| 30D | -8.2% | +14.9% | -23.1% | -1.3% |
| 3M | -35.9% | +21.4% | -57.3% | -28.1% |
| 6M | +103.1% | +17.8% | +85.3% | +114.4% |
| YTD | +130.6% | +51.3% | +79.3% | +125.0% |
| 1Y | +86.1% | +24.4% | +61.6% | +105.1% |
| All | +86.1% | +23.0% | +63.0% | +105.1% |
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