+75.8%
GM vs LNG
+228.1%
-152.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -2.4% | -4.7% | +2.2% | -1.6% |
| 30D | -1.1% | +3.8% | -4.9% | -1.8% |
| 3M | +6.1% | +16.2% | -10.0% | +2.9% |
| 6M | +15.0% | +11.7% | +3.3% | +11.4% |
| YTD | +6.0% | +44.2% | -38.2% | -3.6% |
| 1Y | +47.1% | +18.6% | +28.5% | +40.2% |
| 3Y | +170.5% | +77.4% | +93.1% | +127.2% |
| All | +75.8% | +228.1% | -152.4% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling