+18.6%
LNG vs MCO
-5.7%
+24.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.3% |
| 7D | -4.7% | -3.8% | -0.9% | -4.9% |
| 30D | +3.8% | -0.4% | +4.2% | +3.8% |
| 3M | +16.2% | +7.7% | +8.4% | +16.2% |
| 6M | +11.7% | +7.0% | +4.7% | +11.9% |
| YTD | +44.2% | -6.4% | +50.6% | +44.1% |
| 1Y | +18.6% | -7.6% | +26.2% | +17.8% |
| All | +18.6% | -5.7% | +24.2% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling