+95.4%
LNG vs AS
+125.3%
-29.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.5% | +1.7% |
| 7D | +10.9% | -3.6% | +14.6% | +11.0% |
| 30D | +8.1% | +3.4% | +4.7% | +8.0% |
| 3M | +15.7% | -8.6% | +24.3% | +15.9% |
| 6M | +27.2% | -10.0% | +37.3% | +27.2% |
| YTD | +60.7% | -19.2% | +79.9% | +61.5% |
| 1Y | +46.3% | -3.8% | +50.1% | +44.5% |
| All | +95.4% | +125.3% | -29.9% | +79.3% |
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