+24.4%
LNG vs ALL
+28.3%
-3.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.6% |
| 7D | +3.4% | 0.0% | +3.4% | +3.4% |
| 30D | +14.9% | -1.5% | +16.4% | +15.2% |
| 3M | +21.4% | +23.6% | -2.2% | +18.6% |
| 6M | +17.8% | +22.3% | -4.5% | +15.3% |
| YTD | +51.3% | +26.5% | +24.8% | +48.0% |
| 1Y | +24.4% | +27.0% | -2.6% | +21.3% |
| All | +24.4% | +28.3% | -3.9% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling