+18.6%
LNG vs AZO
-32.5%
+51.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | -4.7% | -3.6% | -1.1% | -4.6% |
| 30D | +3.8% | -5.6% | +9.4% | +3.9% |
| 3M | +16.2% | -6.6% | +22.8% | +16.3% |
| 6M | +11.7% | -22.5% | +34.2% | +13.2% |
| YTD | +44.2% | -15.2% | +59.4% | +44.7% |
| 1Y | +18.6% | -33.9% | +52.5% | +22.4% |
| All | +18.6% | -32.5% | +51.1% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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