+315.5%
ARM vs LNG
+72.3%
+243.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.0% |
| 7D | +12.5% | -6.7% | +19.2% | +12.6% |
| 30D | -1.4% | +3.9% | -5.2% | -1.5% |
| 3M | -18.7% | +15.5% | -34.2% | -19.2% |
| 6M | +124.6% | +10.5% | +114.1% | +119.6% |
| YTD | +141.7% | +43.0% | +98.8% | +117.6% |
| 1Y | +87.7% | +18.9% | +68.8% | +79.0% |
| All | +315.5% | +72.3% | +243.3% | +262.5% |
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