+18.9%
LNG vs GGLL
+72.6%
-53.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.4% | -5.5% |
| 7D | -6.2% | +1.9% | -8.0% | -5.9% |
| 30D | +8.0% | -9.7% | +17.7% | +6.9% |
| 3M | +16.9% | -18.0% | +34.9% | +15.2% |
| 6M | +8.7% | +15.3% | -6.6% | +13.0% |
| YTD | +43.0% | +2.2% | +40.8% | +47.5% |
| All | +18.9% | +72.6% | -53.7% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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