+160.8%
B vs LNG
+1,188.2%
-1,027.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.0% | -9.1% | -6.2% |
| 7D | +7.1% | -5.5% | +12.6% | +7.2% |
| 30D | -3.3% | +5.7% | -9.1% | -3.5% |
| 3M | -2.5% | +10.7% | -13.3% | -2.8% |
| 6M | -7.2% | +23.1% | -30.3% | -7.7% |
| YTD | -7.4% | +52.4% | -59.8% | -8.2% |
| 1Y | +16.4% | +40.0% | -23.6% | +15.5% |
| 3Y | +178.7% | +76.0% | +102.7% | +175.2% |
| 5Y | +121.7% | +194.7% | -73.0% | +116.8% |
| 10Y | +208.6% | +726.7% | -518.1% | +195.6% |
| All | +160.8% | +1,188.2% | -1,027.5% | +149.1% |
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