+199.6%
ARM vs LNG
+93.2%
+106.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.4% | -4.6% |
| 7D | +9.1% | +11.3% | -2.2% | +8.6% |
| 30D | -19.9% | +10.6% | -30.6% | -20.1% |
| 3M | -31.6% | +16.1% | -47.7% | -31.9% |
| 6M | -13.9% | +29.6% | -43.4% | -14.8% |
| YTD | +74.3% | +60.3% | +14.0% | +56.5% |
| 1Y | +35.8% | +46.1% | -10.3% | +25.6% |
| 3Y | +268.6% | +85.9% | +182.7% | +234.9% |
| All | +199.6% | +93.2% | +106.4% | +160.7% |
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