+32.7%
KO vs LNG
+23.0%
+9.6%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -1.8% | +3.4% | -5.2% | -1.7% |
| 30D | +1.4% | +14.9% | -13.4% | +2.0% |
| 3M | +15.4% | +21.4% | -6.0% | +15.9% |
| 6M | +14.3% | +17.8% | -3.5% | +15.0% |
| YTD | +27.7% | +51.3% | -23.6% | +29.7% |
| 1Y | +32.7% | +24.4% | +8.3% | +36.9% |
| All | +32.7% | +23.0% | +9.6% | +36.9% |
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