+1,116.8%
LNG vs MTCH
+5,777.2%
-4,660.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.5% |
| 7D | -4.5% | -1.4% | -3.0% | -4.2% |
| 30D | +4.7% | +13.6% | -9.0% | +2.2% |
| 3M | +15.1% | +22.4% | -7.2% | +10.4% |
| 6M | +13.6% | +37.2% | -23.6% | +6.2% |
| YTD | +44.0% | +31.8% | +12.2% | +35.3% |
| 1Y | +18.4% | +12.9% | +5.5% | +14.4% |
| 3Y | +75.9% | -1.1% | +77.0% | +69.1% |
| 5Y | +231.7% | -73.5% | +305.2% | +293.8% |
| 10Y | +549.0% | +200.7% | +348.3% | +311.8% |
| All | +1,116.8% | +5,777.2% | -4,660.4% | +240.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling