+39.4%
GM vs LNG
+42.0%
-2.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -6.2% | +10.8% | +3.5% |
| 7D | +12.1% | -1.9% | +14.0% | +11.6% |
| 30D | +15.2% | +6.2% | +9.0% | +16.7% |
| 3M | +4.9% | +13.7% | -8.9% | +8.7% |
| 6M | +22.6% | +7.5% | +15.1% | +26.0% |
| YTD | +14.4% | +51.3% | -36.9% | +26.6% |
| 1Y | +39.4% | +42.6% | -3.2% | +51.0% |
| All | +39.4% | +42.0% | -2.6% | +51.0% |
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