-2.3%
F vs LNG
+42.8%
-45.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | 0.0% |
| 7D | +1.0% | -5.5% | +6.4% | -0.4% |
| 30D | +2.1% | +5.7% | -3.6% | +3.9% |
| 3M | -10.3% | +10.7% | -21.0% | -6.9% |
| 6M | +3.3% | +23.1% | -19.8% | +12.6% |
| YTD | -2.0% | +52.4% | -54.4% | +10.2% |
| 1Y | -2.3% | +40.0% | -42.3% | +8.6% |
| All | -2.3% | +42.8% | -45.1% | +8.6% |
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