+67.3%
LNG vs LSCC
+81.4%
-14.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.1% | -7.7% | -0.6% |
| 7D | -15.9% | +13.0% | -28.8% | -15.9% |
| 30D | +2.1% | -19.8% | +21.9% | +2.4% |
| 3M | +4.8% | -18.4% | +23.2% | +5.1% |
| 6M | +6.8% | -16.1% | +22.9% | +6.7% |
| YTD | +44.0% | +42.7% | +1.3% | +40.2% |
| 1Y | +34.9% | +68.0% | -33.1% | +30.1% |
| 3Y | +67.3% | +85.8% | -18.5% | +57.1% |
| All | +67.3% | +81.4% | -14.1% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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