+15.9%
GS vs LNG
+38.3%
-22.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.5% | +2.1% | +5.0% |
| 7D | +0.8% | -8.6% | +9.4% | -0.9% |
| 30D | +1.2% | +2.4% | -1.2% | +1.7% |
| 3M | -12.4% | +11.5% | -23.9% | -10.4% |
| 6M | -2.3% | +19.2% | -21.5% | +1.1% |
| YTD | +4.6% | +47.6% | -43.0% | +5.9% |
| All | +15.9% | +38.3% | -22.4% | +15.0% |
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