+57.3%
LLY vs LNG
+42.0%
+15.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.2% | +6.8% | +0.5% |
| 7D | +10.1% | -1.9% | +12.0% | +10.2% |
| 30D | +24.0% | +6.2% | +17.8% | +24.9% |
| 3M | +27.3% | +13.7% | +13.5% | +28.8% |
| 6M | +47.0% | +7.5% | +39.5% | +46.0% |
| YTD | +32.6% | +51.3% | -18.7% | +32.7% |
| 1Y | +57.3% | +42.6% | +14.7% | +60.9% |
| All | +57.3% | +42.0% | +15.4% | +60.9% |
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