+24.4%
LNG vs AA
+63.2%
-38.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.3% |
| 7D | +3.4% | -0.7% | +4.1% | +3.4% |
| 30D | +14.9% | +5.0% | +9.9% | +15.2% |
| 3M | +21.4% | -35.8% | +57.2% | +19.9% |
| 6M | +17.8% | -18.4% | +36.2% | +18.0% |
| YTD | +51.3% | -5.5% | +56.8% | +50.8% |
| 1Y | +24.4% | +61.0% | -36.5% | +27.0% |
| All | +24.4% | +63.2% | -38.8% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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