+13.6%
LNG vs AGI
-31.3%
+44.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | 0.0% |
| 7D | -4.5% | -5.4% | +0.9% | -5.5% |
| 30D | +4.7% | +6.6% | -2.0% | +6.2% |
| 3M | +15.1% | +8.2% | +7.0% | +18.0% |
| 6M | +13.6% | -29.3% | +42.9% | +4.6% |
| All | +13.6% | -31.3% | +44.8% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 6mo: compounded portfolio wealth divided by compounded AGI 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…
6mo analysis · Full analysis span regression · 6 months rolling