-8.7%
KVUE vs LNG
+74.6%
-83.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | -5.1% | -4.7% | -0.4% | -4.7% |
| 30D | -6.3% | +3.8% | -10.1% | -6.7% |
| 3M | -0.5% | +16.2% | -16.7% | -2.2% |
| 6M | +3.1% | +11.7% | -8.6% | +1.1% |
| YTD | +6.7% | +44.2% | -37.5% | +0.2% |
| 1Y | -1.1% | +18.6% | -19.7% | -3.9% |
| 3Y | -8.7% | +77.4% | -86.2% | -17.4% |
| All | -8.7% | +74.6% | -83.3% | -17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling