+24.4%
LNG vs MDY
+17.9%
+6.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +3.4% | +0.1% | +3.3% | +3.5% |
| 30D | +14.9% | -1.5% | +16.4% | +14.4% |
| 3M | +21.4% | +0.8% | +20.6% | +21.6% |
| 6M | +17.8% | +7.4% | +10.4% | +20.7% |
| YTD | +51.3% | +15.2% | +36.1% | +54.4% |
| 1Y | +24.4% | +16.5% | +7.9% | +27.4% |
| All | +24.4% | +17.9% | +6.5% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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