+46.3%
LNG vs AR
+10.2%
+36.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.1% |
| 7D | +10.9% | +6.4% | +4.5% | +8.4% |
| 30D | +8.1% | +3.1% | +5.0% | +7.1% |
| 3M | +15.7% | +3.3% | +12.4% | +14.3% |
| 6M | +27.2% | +6.6% | +20.7% | +23.8% |
| YTD | +60.7% | +12.3% | +48.4% | +57.2% |
| 1Y | +46.3% | +12.3% | +34.0% | +42.8% |
| All | +46.3% | +10.2% | +36.1% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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