+75.9%
LNG vs AA
+82.1%
-6.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +0.1% |
| 7D | -6.7% | -0.6% | -6.1% | -6.7% |
| 30D | +3.9% | -1.6% | +5.4% | +3.9% |
| 3M | +15.5% | -29.8% | +45.3% | +18.4% |
| 6M | +10.5% | -16.6% | +27.1% | +11.1% |
| YTD | +43.0% | -4.0% | +47.0% | +41.0% |
| 1Y | +18.9% | +63.5% | -44.6% | +9.3% |
| All | +75.9% | +82.1% | -6.2% | +56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling