+77.4%
LNG vs GFI
+287.6%
-210.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.2% |
| 7D | -4.7% | -4.9% | +0.2% | -4.7% |
| 30D | +3.8% | +10.7% | -6.9% | +3.8% |
| 3M | +16.2% | +25.6% | -9.5% | +16.0% |
| 6M | +11.7% | -8.3% | +19.9% | +12.3% |
| YTD | +44.2% | +6.3% | +37.9% | +43.4% |
| 1Y | +18.6% | +22.1% | -3.5% | +16.2% |
| 3Y | +77.4% | +289.2% | -211.8% | +55.9% |
| All | +77.4% | +287.6% | -210.2% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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