+24.4%
LNG vs AS
-21.9%
+46.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.2% | +1.0% |
| 7D | +3.4% | -4.9% | +8.3% | +2.5% |
| 30D | +14.9% | -19.6% | +34.5% | +10.7% |
| 3M | +21.4% | -14.4% | +35.8% | +18.5% |
| 6M | +17.8% | -20.1% | +37.9% | +15.7% |
| YTD | +51.3% | -20.9% | +72.2% | +48.9% |
| 1Y | +24.4% | -21.9% | +46.3% | +21.7% |
| All | +24.4% | -21.9% | +46.3% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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