+194.0%
B vs LNG
+1,178.8%
-984.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.2% |
| 7D | -1.6% | +3.4% | -5.0% | -1.7% |
| 30D | +9.4% | +14.9% | -5.4% | +9.1% |
| 3M | +5.0% | +21.4% | -16.4% | +4.6% |
| 6M | -3.5% | +17.8% | -21.4% | -3.9% |
| YTD | +4.5% | +51.3% | -46.8% | +3.6% |
| 1Y | +67.8% | +24.4% | +43.3% | +66.9% |
| 3Y | +196.7% | +79.7% | +117.0% | +193.0% |
| 5Y | +151.9% | +241.3% | -89.4% | +145.8% |
| 10Y | +202.2% | +603.1% | -401.0% | +190.2% |
| All | +194.0% | +1,178.8% | -984.8% | +181.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling