+25.3%
F vs LNG
+18.2%
+7.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -5.5% | +1.2% | -6.0% |
| 7D | +1.2% | -6.2% | +7.3% | -1.0% |
| 30D | +1.2% | +8.0% | -6.8% | +4.5% |
| 3M | -5.7% | +16.9% | -22.6% | +0.7% |
| 6M | +17.9% | +8.7% | +9.3% | +23.7% |
| YTD | +10.4% | +43.0% | -32.6% | +22.0% |
| 1Y | +25.3% | +19.4% | +5.9% | +34.7% |
| All | +25.3% | +18.2% | +7.1% | +34.7% |
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