+198.7%
B vs LNG
+76.4%
+122.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.5% | +4.0% | -1.4% |
| 7D | +2.3% | -6.2% | +8.5% | +2.4% |
| 30D | +1.4% | +8.0% | -6.6% | +1.1% |
| 3M | +12.2% | +16.9% | -4.7% | +11.2% |
| 6M | -2.1% | +8.7% | -10.8% | -3.4% |
| YTD | +2.9% | +43.0% | -40.1% | -3.8% |
| 1Y | +55.3% | +19.4% | +35.9% | +50.5% |
| 3Y | +198.7% | +74.7% | +124.0% | +151.5% |
| All | +198.7% | +76.4% | +122.3% | +151.5% |
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