+240.0%
GM vs LNG
+6,035.2%
-5,795.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.7% |
| 7D | -1.1% | -4.5% | +3.4% | -0.2% |
| 30D | -3.4% | +4.7% | -8.1% | -4.3% |
| 3M | +8.7% | +15.1% | -6.5% | +5.5% |
| 6M | +15.4% | +13.6% | +1.9% | +11.8% |
| YTD | +6.6% | +44.0% | -37.3% | -1.4% |
| 1Y | +51.5% | +18.4% | +33.1% | +45.2% |
| 3Y | +169.3% | +75.9% | +93.5% | +137.1% |
| 5Y | +81.6% | +231.7% | -150.1% | +40.2% |
| 10Y | +240.7% | +549.0% | -308.3% | +131.5% |
| All | +240.0% | +6,035.2% | -5,795.2% | +88.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling