+86.4%
LNG vs GPC
-0.2%
+86.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.4% | +1.7% |
| 7D | +10.9% | -1.3% | +12.2% | +11.0% |
| 30D | +8.1% | -6.0% | +14.1% | +8.4% |
| 3M | +15.7% | -7.6% | +23.3% | +16.1% |
| 6M | +27.2% | +24.2% | +3.0% | +25.7% |
| YTD | +60.7% | +2.7% | +58.0% | +60.8% |
| 1Y | +46.3% | +0.2% | +46.1% | +46.6% |
| All | +86.4% | -0.2% | +86.6% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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