+88.1%
LNG vs LSCC
+24.1%
+64.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | +0.4% |
| 7D | +3.4% | +1.3% | +2.1% | +3.4% |
| 30D | +14.9% | -9.7% | +24.5% | +15.1% |
| 3M | +21.4% | -23.7% | +45.1% | +22.0% |
| 6M | +17.8% | +26.5% | -8.7% | +15.9% |
| YTD | +51.3% | +57.5% | -6.2% | +46.8% |
| 1Y | +24.4% | +75.7% | -51.3% | +19.8% |
| All | +88.1% | +24.1% | +64.0% | +89.5% |
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