+627.7%
GEV vs LNG
+76.9%
+550.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +3.2% | -6.7% | +9.9% | +5.2% |
| 30D | -4.0% | +3.9% | -7.9% | -5.5% |
| 3M | +3.4% | +15.5% | -12.1% | -2.8% |
| 6M | +14.7% | +10.5% | +4.2% | +7.6% |
| YTD | +45.8% | +43.0% | +2.8% | +16.9% |
| 1Y | +57.4% | +18.9% | +38.5% | +41.9% |
| All | +627.7% | +76.9% | +550.7% | +429.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling