+18.9%
LNG vs MOD
+34.0%
-15.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | -0.2% |
| 7D | -6.7% | +3.6% | -10.3% | -6.6% |
| 30D | +3.9% | -2.6% | +6.5% | +3.8% |
| 3M | +15.5% | -33.1% | +48.7% | +14.2% |
| 6M | +10.5% | -7.5% | +18.0% | +9.2% |
| YTD | +43.0% | +39.3% | +3.7% | +39.2% |
| 1Y | +18.9% | +34.3% | -15.4% | +17.0% |
| All | +18.9% | +34.0% | -15.1% | +17.0% |
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