+545.0%
LNG vs ACI
+21.8%
+523.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.3% | -2.2% | -5.2% |
| 7D | -6.2% | -2.6% | -3.6% | -5.9% |
| 30D | +8.0% | +1.1% | +6.9% | +7.9% |
| 3M | +16.9% | -23.6% | +40.6% | +19.2% |
| 6M | +8.7% | -29.9% | +38.6% | +11.7% |
| YTD | +43.0% | -26.9% | +69.9% | +46.2% |
| 1Y | +19.4% | -34.2% | +53.7% | +23.2% |
| 3Y | +74.7% | -43.6% | +118.3% | +82.3% |
| 5Y | +222.4% | -42.4% | +264.8% | +231.3% |
| All | +545.0% | +21.8% | +523.2% | +548.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling