+77.1%
LNG vs ATI
+341.5%
-264.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.7% | +4.3% | +1.0% |
| 7D | -4.5% | -2.7% | -1.8% | -4.3% |
| 30D | +4.7% | -13.5% | +18.2% | +5.9% |
| 3M | +15.1% | +8.5% | +6.6% | +14.0% |
| 6M | +13.6% | +25.2% | -11.6% | +10.6% |
| YTD | +44.0% | +73.4% | -29.5% | +33.7% |
| 1Y | +18.4% | +160.5% | -142.1% | +2.8% |
| All | +77.1% | +341.5% | -264.4% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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