+14.0%
IR vs LNG
+26.9%
-13.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.8% | -4.7% | -0.7% |
| 7D | +1.1% | +4.5% | -3.4% | +1.2% |
| 30D | +7.6% | +8.0% | -0.5% | +8.3% |
| 3M | +0.1% | +15.0% | -14.9% | +2.6% |
| 6M | +14.0% | +27.1% | -13.1% | +21.0% |
| All | +14.0% | +26.9% | -13.0% | +21.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling