+185.4%
ARM vs LNG
+83.6%
+101.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.0% | -5.6% | -2.7% |
| 7D | -10.4% | -5.5% | -4.9% | -10.3% |
| 30D | -31.8% | +5.7% | -37.6% | -31.8% |
| 3M | -32.2% | +10.7% | -43.0% | -32.4% |
| 6M | -14.9% | +23.1% | -38.0% | -15.7% |
| YTD | +66.0% | +52.4% | +13.6% | +49.5% |
| 1Y | +17.2% | +40.0% | -22.8% | +8.4% |
| 3Y | +247.2% | +76.0% | +171.2% | +216.9% |
| All | +185.4% | +83.6% | +101.8% | +149.0% |
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