+75.9%
LNG vs ACI
-45.1%
+120.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.1% |
| 7D | -6.7% | -5.0% | -1.7% | -6.4% |
| 30D | +3.9% | -2.3% | +6.2% | +4.0% |
| 3M | +15.5% | -23.2% | +38.7% | +17.2% |
| 6M | +10.5% | -29.5% | +40.0% | +12.9% |
| YTD | +43.0% | -28.6% | +71.6% | +45.8% |
| 1Y | +18.9% | -34.0% | +52.9% | +22.0% |
| All | +75.9% | -45.1% | +120.9% | +87.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling