+47.1%
GM vs LNG
+19.2%
+27.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.5% |
| 7D | -2.4% | -4.7% | +2.2% | -3.5% |
| 30D | -1.1% | +3.8% | -4.9% | 0.0% |
| 3M | +6.1% | +16.2% | -10.0% | +10.4% |
| 6M | +15.0% | +11.7% | +3.3% | +18.0% |
| YTD | +6.0% | +44.2% | -38.2% | +10.5% |
| 1Y | +47.1% | +18.6% | +28.5% | +56.5% |
| All | +47.1% | +19.2% | +27.9% | +56.5% |
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