+173.7%
LNG vs GTLB
-50.8%
+224.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.1% |
| 7D | -6.7% | -6.6% | -0.2% | -6.4% |
| 30D | +3.9% | +13.7% | -9.9% | +3.1% |
| 3M | +15.5% | +52.9% | -37.4% | +12.5% |
| 6M | +10.5% | +88.5% | -78.0% | +5.9% |
| YTD | +43.0% | +23.4% | +19.5% | +40.3% |
| 1Y | +18.9% | -3.8% | +22.7% | +18.3% |
| 3Y | +74.7% | -11.5% | +86.2% | +71.2% |
| All | +173.7% | -50.8% | +224.5% | +172.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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