-34.9%
DOW vs LNG
+73.1%
-107.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.6% |
| 7D | -6.0% | -6.7% | +0.7% | -3.9% |
| 30D | -2.7% | +3.9% | -6.6% | -4.1% |
| 3M | -10.5% | +15.5% | -26.0% | -14.5% |
| 6M | -12.4% | +10.5% | -22.9% | -15.0% |
| YTD | +30.0% | +43.0% | -12.9% | +18.9% |
| 1Y | +27.8% | +18.9% | +8.9% | +21.7% |
| All | -34.9% | +73.1% | -107.9% | -44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling