+105.8%
GLD vs LNG
+77.7%
+28.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.0% | -5.7% | -2.6% |
| 7D | +2.8% | -5.5% | +8.3% | +2.6% |
| 30D | -4.0% | +5.7% | -9.7% | -4.0% |
| 3M | -8.2% | +10.7% | -19.0% | -8.2% |
| 6M | -14.8% | +23.1% | -37.9% | -14.8% |
| YTD | -6.8% | +52.4% | -59.2% | -9.0% |
| 1Y | -2.4% | +40.0% | -42.4% | -4.2% |
| 3Y | +105.8% | +76.0% | +29.7% | +96.4% |
| All | +105.8% | +77.7% | +28.1% | +96.4% |
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