+76.0%
LNG vs GGLL
+157.4%
-81.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.6% | +3.0% |
| 7D | -5.5% | +5.1% | -10.6% | -5.3% |
| 30D | +5.7% | -35.5% | +41.2% | +5.0% |
| 3M | +10.7% | -39.2% | +49.9% | +9.9% |
| 6M | +23.1% | -54.4% | +77.4% | +22.4% |
| YTD | +52.4% | -29.8% | +82.2% | +50.9% |
| 1Y | +40.0% | -20.4% | +60.4% | +37.7% |
| 3Y | +76.0% | +149.7% | -73.7% | +56.0% |
| All | +76.0% | +157.4% | -81.4% | +56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling