+75.9%
LNG vs ACM
-22.3%
+98.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.0% | +0.3% |
| 7D | -6.7% | -3.7% | -3.1% | -6.3% |
| 30D | +3.9% | -12.7% | +16.5% | +5.5% |
| 3M | +15.5% | -9.8% | +25.3% | +16.5% |
| 6M | +10.5% | -31.4% | +41.9% | +17.3% |
| YTD | +43.0% | -32.1% | +75.0% | +51.4% |
| 1Y | +18.9% | -47.8% | +66.7% | +33.3% |
| All | +75.9% | -22.3% | +98.2% | +78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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