+9.1%
IR vs LNG
+42.0%
-32.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.2% | +5.7% | -1.2% |
| 7D | +11.6% | -1.9% | +13.5% | +11.2% |
| 30D | +7.2% | +6.2% | +1.0% | +8.3% |
| 3M | -5.9% | +13.7% | -19.6% | -3.3% |
| 6M | +11.5% | +7.5% | +4.0% | +13.6% |
| YTD | +6.3% | +51.3% | -45.0% | +5.5% |
| 1Y | +9.1% | +42.6% | -33.5% | +5.7% |
| All | +9.1% | +42.0% | -32.9% | +5.7% |
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 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