+77.1%
LNG vs IT
-51.9%
+129.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.7% |
| 7D | -4.5% | -12.7% | +8.2% | -3.5% |
| 30D | +4.7% | -8.9% | +13.6% | +5.3% |
| 3M | +15.1% | +10.1% | +5.0% | +13.9% |
| 6M | +13.6% | +7.3% | +6.3% | +12.2% |
| YTD | +44.0% | -32.4% | +76.3% | +47.9% |
| 1Y | +18.4% | -26.6% | +45.0% | +20.2% |
| All | +77.1% | -51.9% | +129.0% | +103.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling