+832.3%
LNG vs ACM
+230.8%
+601.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | +3.4% | -3.7% | +7.2% | +5.5% |
| 30D | +14.9% | -11.1% | +26.0% | +20.9% |
| 3M | +21.4% | -8.0% | +29.4% | +24.3% |
| 6M | +17.8% | -29.7% | +47.5% | +38.2% |
| YTD | +51.3% | -29.4% | +80.7% | +75.1% |
| 1Y | +24.4% | -46.4% | +70.9% | +66.5% |
| 3Y | +79.7% | -22.3% | +102.0% | +87.9% |
| 5Y | +241.3% | +4.5% | +236.9% | +190.9% |
| 10Y | +603.1% | +127.6% | +475.5% | +225.6% |
| All | +832.3% | +230.8% | +601.5% | +223.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling