+42.5%
GS vs LNG
+18.2%
+24.3%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | -1.2% |
| 7D | +3.4% | -6.2% | +9.5% | +2.2% |
| 30D | +0.2% | +8.0% | -7.8% | +1.6% |
| 3M | -0.3% | +16.9% | -17.2% | +2.4% |
| 6M | +27.4% | +8.7% | +18.7% | +27.8% |
| YTD | +19.6% | +43.0% | -23.4% | +18.2% |
| 1Y | +42.5% | +19.4% | +23.0% | +43.6% |
| All | +42.5% | +18.2% | +24.3% | +43.6% |
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