+177.4%
LNG vs GFS
-2.1%
+179.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.2% |
| 7D | -6.7% | +4.5% | -11.2% | -7.0% |
| 30D | +3.9% | -8.2% | +12.0% | +4.4% |
| 3M | +15.5% | -38.9% | +54.4% | +19.3% |
| 6M | +10.5% | -2.9% | +13.4% | +8.3% |
| YTD | +43.0% | +31.8% | +11.2% | +34.5% |
| 1Y | +18.9% | +43.1% | -24.3% | +10.3% |
| 3Y | +74.7% | -20.6% | +95.3% | +70.5% |
| All | +177.4% | -2.1% | +179.5% | +147.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling