-37.4%
GIS vs LNG
+74.3%
-111.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.1% |
| 7D | -8.4% | -4.5% | -3.9% | -8.2% |
| 30D | -5.2% | +4.7% | -9.9% | -5.3% |
| 3M | +8.2% | +15.1% | -7.0% | +7.4% |
| 6M | -12.0% | +13.6% | -25.6% | -12.6% |
| YTD | -18.9% | +44.0% | -62.8% | -20.1% |
| 1Y | -23.6% | +18.4% | -42.0% | -24.3% |
| All | -37.4% | +74.3% | -111.6% | -41.6% |
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