+291.3%
IR vs LNG
+543.0%
-251.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | -2.8% | +3.4% | -6.3% | -4.0% |
| 30D | -15.1% | +14.9% | -30.0% | -19.4% |
| 3M | +6.1% | +21.4% | -15.3% | -1.8% |
| 6M | -16.8% | +17.8% | -34.6% | -23.2% |
| YTD | -3.5% | +51.3% | -54.8% | -19.3% |
| 1Y | -3.5% | +24.4% | -27.9% | -13.1% |
| 3Y | +9.5% | +79.7% | -70.2% | -17.1% |
| 5Y | +45.1% | +241.3% | -196.2% | -23.3% |
| All | +291.3% | +543.0% | -251.7% | +50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling