+10.6%
LNG vs IT
+2.8%
+7.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -7.4% | +1.9% | -5.2% |
| 7D | -6.2% | -9.1% | +3.0% | -5.9% |
| 30D | +8.0% | -7.0% | +15.0% | +8.2% |
| 3M | +16.9% | +7.6% | +9.3% | +15.9% |
| All | +10.6% | +2.8% | +7.7% | +10.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling