-26.4%
ARM vs LNG
+7.1%
-33.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.6% | +5.3% | +4.6% |
| 7D | -15.2% | -15.9% | +0.6% | -20.4% |
| 30D | -40.7% | +2.1% | -42.8% | -38.4% |
| 3M | -39.1% | +4.8% | -43.9% | -35.4% |
| 6M | -26.4% | +6.8% | -33.2% | -12.2% |
| All | -26.4% | +7.1% | -33.5% | -12.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling