-15.8%
F vs LNG
+164.0%
-179.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +1.6% | -15.9% | +17.4% | +4.5% |
| 30D | +2.6% | +2.1% | +0.5% | +1.9% |
| 3M | -8.8% | +4.8% | -13.6% | -10.0% |
| 6M | +4.6% | +6.8% | -2.2% | +2.6% |
| YTD | -1.9% | +44.0% | -45.9% | -12.1% |
| 1Y | -0.8% | +34.9% | -35.7% | -9.6% |
| 3Y | +43.5% | +67.3% | -23.8% | +19.3% |
| All | -15.8% | +164.0% | -179.8% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling