+139.5%
LLY vs LNG
+83.1%
+56.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.8% | -3.4% | 0.0% |
| 7D | +1.4% | +4.5% | -3.2% | +0.9% |
| 30D | +21.5% | +8.0% | +13.5% | +20.8% |
| 3M | +18.5% | +15.0% | +3.5% | +17.3% |
| 6M | +49.1% | +27.1% | +22.0% | +46.5% |
| YTD | +34.4% | +58.1% | -23.7% | +27.1% |
| 1Y | +46.3% | +45.0% | +1.3% | +40.0% |
| All | +139.5% | +83.1% | +56.4% | +138.5% |
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