+18.4%
LNG vs ALL
+28.8%
-10.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | -4.5% | -4.3% | -0.2% | -3.6% |
| 30D | +4.7% | -3.6% | +8.3% | +5.4% |
| 3M | +15.1% | +13.2% | +1.9% | +13.7% |
| 6M | +13.6% | +22.5% | -8.9% | +11.9% |
| YTD | +44.0% | +22.7% | +21.2% | +41.9% |
| 1Y | +18.4% | +28.3% | -9.9% | +15.3% |
| All | +18.4% | +28.8% | -10.5% | +15.3% |
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