+121.7%
B vs LNG
+188.0%
-66.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.0% | -9.1% | -6.3% |
| 7D | +7.1% | -5.5% | +12.6% | +7.5% |
| 30D | -3.3% | +5.7% | -9.1% | -4.2% |
| 3M | -2.5% | +10.7% | -13.3% | -4.0% |
| 6M | -7.2% | +23.1% | -30.3% | -10.0% |
| YTD | -7.4% | +52.4% | -59.8% | -14.8% |
| 1Y | +16.4% | +40.0% | -23.6% | +8.9% |
| 3Y | +178.7% | +76.0% | +102.7% | +144.8% |
| 5Y | +121.7% | +194.7% | -73.0% | +88.7% |
| All | +121.7% | +188.0% | -66.4% | +88.7% |
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