+75.1%
LNG vs AS
+134.9%
-59.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | -15.9% | +6.9% | -22.8% | -16.0% |
| 30D | +2.1% | +16.0% | -13.9% | +1.7% |
| 3M | +4.8% | -12.8% | +17.7% | +5.1% |
| 6M | +6.8% | -15.4% | +22.2% | +7.3% |
| YTD | +44.0% | -15.7% | +59.8% | +44.6% |
| 1Y | +34.9% | +6.1% | +28.9% | +32.4% |
| All | +75.1% | +134.9% | -59.7% | +60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling