+26.0%
C vs LNG
+42.0%
-15.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.2% | +7.8% | +0.9% |
| 7D | +1.1% | -1.9% | +3.0% | +0.8% |
| 30D | -2.4% | +6.2% | -8.6% | -1.6% |
| 3M | -8.4% | +13.7% | -22.1% | -6.5% |
| 6M | +0.3% | +7.5% | -7.2% | +1.3% |
| YTD | +9.1% | +51.3% | -42.2% | +7.6% |
| 1Y | +26.0% | +42.6% | -16.6% | +23.6% |
| All | +26.0% | +42.0% | -15.9% | +23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling