+40.0%
ICE vs LNG
+229.3%
-189.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | -5.3% | -4.5% | -0.9% | -4.8% |
| 30D | +3.0% | +4.7% | -1.7% | +2.4% |
| 3M | +11.4% | +15.1% | -3.7% | +9.2% |
| 6M | -2.0% | +13.6% | -15.6% | -4.1% |
| YTD | -3.1% | +44.0% | -47.1% | -8.4% |
| 1Y | -8.4% | +18.4% | -26.7% | -10.9% |
| 3Y | +40.7% | +75.9% | -35.1% | +28.1% |
| 5Y | +40.0% | +231.7% | -191.7% | +20.7% |
| All | +40.0% | +229.3% | -189.3% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling