+24.4%
LNG vs MOD
+45.0%
-20.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | +0.6% |
| 7D | +3.4% | +9.6% | -6.2% | +3.8% |
| 30D | +14.9% | 0.0% | +14.8% | +14.9% |
| 3M | +21.4% | -35.4% | +56.8% | +20.1% |
| 6M | +17.8% | -7.3% | +25.1% | +16.8% |
| YTD | +51.3% | +45.8% | +5.5% | +47.7% |
| 1Y | +24.4% | +43.1% | -18.7% | +22.9% |
| All | +24.4% | +45.0% | -20.6% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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