+77.4%
LNG vs GPN
-27.4%
+104.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -4.7% | -4.3% | -0.4% | -4.4% |
| 30D | +3.8% | 0.0% | +3.8% | +3.8% |
| 3M | +16.2% | +35.8% | -19.7% | +13.1% |
| 6M | +11.7% | +22.0% | -10.3% | +9.7% |
| YTD | +44.2% | +15.2% | +29.0% | +42.2% |
| 1Y | +18.6% | +3.5% | +15.1% | +18.6% |
| 3Y | +77.4% | -26.9% | +104.3% | +82.2% |
| All | +77.4% | -27.4% | +104.8% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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