+623.1%
LNG vs ACI
+32.8%
+590.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | -0.2% |
| 7D | +11.3% | +2.3% | +9.1% | +11.1% |
| 30D | +10.6% | +1.2% | +9.4% | +10.4% |
| 3M | +16.1% | +6.8% | +9.3% | +15.4% |
| 6M | +29.6% | -18.7% | +48.3% | +31.3% |
| YTD | +60.3% | -20.2% | +80.5% | +62.6% |
| 1Y | +46.1% | -23.7% | +69.8% | +48.7% |
| 3Y | +85.9% | -31.6% | +117.6% | +90.5% |
| 5Y | +210.8% | -42.8% | +253.6% | +219.5% |
| All | +623.1% | +32.8% | +590.3% | +620.6% |
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