+77.4%
LNG vs MTCH
-0.9%
+78.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +0.1% |
| 7D | -4.7% | +1.3% | -5.9% | -4.7% |
| 30D | +3.8% | +15.9% | -12.1% | +3.2% |
| 3M | +16.2% | +23.3% | -7.1% | +14.9% |
| 6M | +11.7% | +40.1% | -28.4% | +9.5% |
| YTD | +44.2% | +33.6% | +10.6% | +41.7% |
| 1Y | +18.6% | +14.1% | +4.5% | +17.7% |
| 3Y | +77.4% | +1.4% | +76.0% | +82.7% |
| All | +77.4% | -0.9% | +78.3% | +82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 3y: compounded portfolio wealth divided by compounded MTCH 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…
3y analysis · Full analysis span regression · 6 months rolling