+36.0%
LNG vs COMP
+25.5%
+10.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.7% | -2.9% | +3.2% |
| 7D | -8.4% | +14.5% | -22.9% | -7.1% |
| 30D | +2.7% | +14.9% | -12.2% | +4.3% |
| 3M | +11.7% | -14.2% | +26.0% | +10.8% |
| 6M | +19.5% | +23.7% | -4.3% | +21.4% |
| YTD | +48.0% | +2.1% | +45.9% | +56.4% |
| All | +36.0% | +25.5% | +10.5% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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