+52.4%
GEV vs LNG
+42.0%
+10.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.2% | -3.1% | -10.3% |
| 7D | -5.1% | -1.9% | -3.2% | -5.1% |
| 30D | -15.8% | +6.2% | -22.0% | -14.0% |
| 3M | -18.2% | +13.7% | -31.9% | -14.6% |
| 6M | -22.4% | +7.5% | -29.9% | -19.3% |
| YTD | +27.7% | +51.3% | -23.6% | +54.3% |
| 1Y | +52.4% | +42.6% | +9.7% | +79.7% |
| All | +52.4% | +42.0% | +10.4% | +79.7% |
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