+70.5%
ICE vs LNG
+85.6%
-15.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +3.6% | +11.3% | -7.7% | +2.5% |
| 30D | +15.1% | +10.6% | +4.4% | +13.8% |
| 3M | +15.4% | +16.1% | -0.8% | +13.6% |
| 6M | +16.1% | +29.6% | -13.4% | +13.1% |
| YTD | +11.4% | +60.3% | -49.0% | +5.5% |
| 1Y | +18.5% | +46.1% | -27.7% | +13.4% |
| 3Y | +70.5% | +85.9% | -15.4% | +67.1% |
| All | +70.5% | +85.6% | -15.1% | +67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling