+95.1%
LNG vs GGLL
+328.7%
-233.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.4% |
| 7D | +3.4% | -4.8% | +8.2% | +3.5% |
| 30D | +14.9% | -13.7% | +28.6% | +15.0% |
| 3M | +21.4% | -21.9% | +43.2% | +21.7% |
| 6M | +17.8% | +11.7% | +6.1% | +16.8% |
| YTD | +51.3% | +2.3% | +49.0% | +50.4% |
| 1Y | +24.4% | +76.2% | -51.7% | +19.7% |
| 3Y | +79.7% | +245.0% | -165.3% | +60.8% |
| All | +95.1% | +328.7% | -233.6% | +72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling