+213.6%
LNG vs A
+11.8%
+201.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.3% |
| 7D | +11.3% | -0.5% | +11.8% | +11.4% |
| 30D | +10.6% | 0.0% | +10.7% | +10.6% |
| 3M | +16.1% | +16.7% | -0.6% | +13.8% |
| 6M | +29.6% | +54.8% | -25.3% | +22.2% |
| YTD | +60.3% | +28.8% | +31.5% | +55.1% |
| 1Y | +46.1% | +19.3% | +26.8% | +43.1% |
| 3Y | +85.9% | +65.5% | +20.4% | +66.4% |
| All | +213.6% | +11.8% | +201.8% | +196.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling