+888.0%
LNG vs ACM
+252.1%
+635.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.5% |
| 7D | +11.3% | +5.6% | +5.7% | +8.0% |
| 30D | +10.6% | +20.8% | -10.2% | -0.5% |
| 3M | +16.1% | +11.4% | +4.7% | +8.3% |
| 6M | +29.6% | +0.9% | +28.6% | +25.1% |
| YTD | +60.3% | -24.8% | +85.1% | +78.1% |
| 1Y | +46.1% | -46.4% | +92.5% | +95.4% |
| 3Y | +85.9% | -9.2% | +95.2% | +77.3% |
| 5Y | +210.8% | +5.0% | +205.9% | +164.7% |
| 10Y | +808.8% | +130.6% | +678.2% | +321.9% |
| All | +888.0% | +252.1% | +635.9% | +229.2% |
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 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