+170.5%
GM vs LNG
+74.6%
+95.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -2.4% | -4.7% | +2.2% | -2.2% |
| 30D | -1.1% | +3.8% | -4.9% | -1.3% |
| 3M | +6.1% | +16.2% | -10.0% | +4.8% |
| 6M | +15.0% | +11.7% | +3.3% | +13.1% |
| YTD | +6.0% | +44.2% | -38.2% | -1.0% |
| 1Y | +47.1% | +18.6% | +28.5% | +43.2% |
| 3Y | +170.5% | +77.4% | +93.1% | +125.1% |
| All | +170.5% | +74.6% | +95.9% | +125.1% |
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