-17.4%
GIS vs LNG
+42.0%
-59.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -6.2% | +11.3% | +5.2% |
| 7D | +8.5% | -1.9% | +10.4% | +8.2% |
| 30D | +15.3% | +6.2% | +9.1% | +14.7% |
| 3M | +0.9% | +13.7% | -12.8% | +0.4% |
| 6M | +7.9% | +7.5% | +0.4% | +6.5% |
| YTD | -17.6% | +51.3% | -68.9% | -18.5% |
| 1Y | -17.4% | +42.6% | -60.0% | -19.0% |
| All | -17.4% | +42.0% | -59.4% | -19.0% |
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