+262.7%
GE vs LNG
+73.1%
+189.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -1.2% | -6.7% | +5.5% | -0.6% |
| 30D | -11.3% | +3.9% | -15.1% | -11.7% |
| 3M | -1.4% | +15.5% | -16.9% | -3.4% |
| 6M | +1.2% | +10.5% | -9.3% | -1.7% |
| YTD | +5.9% | +43.0% | -37.0% | -4.6% |
| 1Y | +18.4% | +18.9% | -0.5% | +12.7% |
| All | +262.7% | +73.1% | +189.7% | +223.2% |
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