+24.4%
LNG vs MTUM
+26.3%
-1.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | +0.8% |
| 7D | +3.4% | +1.7% | +1.7% | +3.8% |
| 30D | +14.9% | -1.7% | +16.5% | +14.5% |
| 3M | +21.4% | -6.3% | +27.7% | +20.0% |
| 6M | +17.8% | +21.8% | -4.0% | +24.7% |
| YTD | +51.3% | +22.0% | +29.3% | +59.6% |
| 1Y | +24.4% | +25.3% | -0.9% | +32.3% |
| All | +24.4% | +26.3% | -1.9% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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