+311.3%
ARM vs LNG
+72.3%
+239.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.5% | +9.2% | +3.8% |
| 7D | +11.4% | -6.2% | +17.5% | +11.4% |
| 30D | -7.4% | +8.0% | -15.4% | -7.7% |
| 3M | -24.5% | +16.9% | -41.4% | -25.1% |
| 6M | +128.7% | +8.7% | +120.0% | +124.6% |
| YTD | +139.3% | +43.0% | +96.2% | +115.4% |
| 1Y | +88.0% | +19.4% | +68.5% | +79.1% |
| All | +311.3% | +72.3% | +239.0% | +258.8% |
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