+75.9%
LNG vs A
+29.6%
+46.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | -6.7% | -4.4% | -2.4% | -6.5% |
| 30D | +3.9% | -2.7% | +6.5% | +4.0% |
| 3M | +15.5% | +7.0% | +8.5% | +15.1% |
| 6M | +10.5% | +24.6% | -14.1% | +9.2% |
| YTD | +43.0% | +7.0% | +35.9% | +43.2% |
| 1Y | +18.9% | +15.6% | +3.3% | +17.7% |
| All | +75.9% | +29.6% | +46.3% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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