+37.3%
LNG vs GDDY
-11.2%
+48.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.5% | -5.8% | -4.3% |
| 7D | -12.3% | +13.4% | -25.8% | -12.4% |
| 30D | +1.6% | +22.3% | -20.8% | +1.4% |
| 3M | +10.0% | +30.9% | -20.9% | +10.3% |
| 6M | +4.2% | +37.3% | -33.1% | +4.6% |
| YTD | +44.8% | -3.2% | +48.0% | +35.7% |
| 1Y | +37.3% | -9.8% | +47.0% | +28.4% |
| All | +37.3% | -11.2% | +48.5% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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