+306.9%
LNG vs COMP
-52.0%
+358.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.7% | -11.3% | -1.0% |
| 7D | -15.9% | +13.4% | -29.3% | -16.3% |
| 30D | +2.1% | +11.1% | -9.0% | +1.6% |
| 3M | +4.8% | -18.8% | +23.6% | +5.5% |
| 6M | +6.8% | +10.5% | -3.7% | +5.7% |
| YTD | +44.0% | -3.4% | +47.4% | +43.0% |
| 1Y | +34.9% | +19.7% | +15.2% | +32.4% |
| 3Y | +67.3% | +381.6% | -314.3% | +48.7% |
| 5Y | +170.1% | -17.6% | +187.7% | +154.0% |
| All | +306.9% | -52.0% | +358.8% | +290.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling