+42.6%
LNG vs GFS
+15.5%
+27.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -5.9% | -0.2% | -6.7% |
| 7D | -1.9% | -12.5% | +10.6% | -3.1% |
| 30D | +6.2% | -16.9% | +23.1% | +4.6% |
| 3M | +13.7% | -22.3% | +36.0% | +11.5% |
| 6M | +7.5% | -40.2% | +47.7% | +4.2% |
| YTD | +51.3% | +16.0% | +35.3% | +56.1% |
| 1Y | +42.6% | +17.7% | +25.0% | +47.7% |
| All | +42.6% | +15.5% | +27.2% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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