+213.7%
ICE vs LNG
+562.2%
-348.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -2.4% | -4.7% | +2.3% | -1.5% |
| 30D | +4.0% | +3.8% | +0.2% | +3.2% |
| 3M | +13.7% | +16.2% | -2.5% | +10.2% |
| 6M | +0.9% | +11.7% | -10.8% | -1.8% |
| YTD | -2.1% | +44.2% | -46.3% | -9.5% |
| 1Y | -9.5% | +18.6% | -28.1% | -13.1% |
| 3Y | +42.1% | +77.4% | -35.3% | +24.1% |
| 5Y | +41.4% | +232.3% | -190.9% | +4.8% |
| All | +213.7% | +562.2% | -348.5% | +87.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling