+156.6%
B vs LNG
+1,236.6%
-1,080.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.8% | -5.3% | -1.7% |
| 7D | -2.7% | +4.5% | -7.2% | -2.7% |
| 30D | -4.3% | +8.0% | -12.4% | -4.5% |
| 3M | -2.3% | +15.0% | -17.3% | -2.6% |
| 6M | -16.2% | +27.1% | -43.3% | -16.7% |
| YTD | -8.8% | +58.1% | -66.9% | -9.7% |
| 1Y | +11.4% | +45.0% | -33.6% | +10.4% |
| 3Y | +174.3% | +82.6% | +91.6% | +170.7% |
| 5Y | +116.2% | +206.8% | -90.7% | +111.2% |
| 10Y | +222.7% | +796.3% | -573.6% | +208.7% |
| All | +156.6% | +1,236.6% | -1,080.0% | +145.0% |
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