+24.4%
LNG vs IT
-24.5%
+48.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.0% | +0.5% |
| 7D | +3.4% | -6.0% | +9.5% | +3.5% |
| 30D | +14.9% | 0.0% | +14.9% | +14.8% |
| 3M | +21.4% | +13.1% | +8.3% | +20.6% |
| 6M | +17.8% | +11.7% | +6.1% | +17.0% |
| YTD | +51.3% | -26.1% | +77.4% | +47.7% |
| 1Y | +24.4% | -21.3% | +45.7% | +21.5% |
| All | +24.4% | -24.5% | +48.9% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling