+18.6%
LNG vs ACI
-32.3%
+50.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.1% | 0.0% |
| 7D | -4.7% | -3.7% | -0.9% | -4.5% |
| 30D | +3.8% | +0.6% | +3.2% | +3.8% |
| 3M | +16.2% | -20.3% | +36.5% | +17.4% |
| 6M | +11.7% | -24.7% | +36.3% | +13.7% |
| YTD | +44.2% | -27.2% | +71.4% | +46.9% |
| 1Y | +18.6% | -32.7% | +51.3% | +23.8% |
| All | +18.6% | -32.3% | +50.9% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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