+87.6%
LNG vs MAGS
+186.6%
-99.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -4.9% | -5.4% |
| 7D | -6.2% | +1.2% | -7.4% | -6.2% |
| 30D | +8.0% | -0.1% | +8.1% | +8.0% |
| 3M | +16.9% | +3.8% | +13.1% | +16.6% |
| 6M | +8.7% | +13.2% | -4.6% | +7.3% |
| YTD | +43.0% | +4.7% | +38.3% | +42.7% |
| 1Y | +19.4% | +14.4% | +5.0% | +17.3% |
| 3Y | +74.7% | +128.6% | -53.8% | +59.5% |
| All | +87.6% | +186.6% | -99.1% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 all: compounded portfolio wealth divided by compounded MAGS 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…
all analysis · Full analysis span regression · 6 months rolling