+23.1%
C vs LNG
+47.4%
-24.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.8% | 0.0% |
| 7D | +4.7% | +10.9% | -6.2% | +5.8% |
| 30D | +0.2% | +8.1% | -7.9% | +0.9% |
| 3M | -9.3% | +15.7% | -25.0% | -7.7% |
| 6M | -0.8% | +27.2% | -28.1% | +2.0% |
| YTD | +8.5% | +60.7% | -52.2% | +7.8% |
| 1Y | +23.1% | +46.3% | -23.2% | +19.8% |
| All | +23.1% | +47.4% | -24.3% | +19.8% |
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