+31.0%
LNG vs MULL
+2,620.5%
-2,589.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.4% | -5.4% | -0.1% |
| 7D | -6.7% | +14.8% | -21.5% | -6.9% |
| 30D | +3.9% | +36.6% | -32.7% | +3.5% |
| 3M | +15.5% | -8.9% | +24.4% | +14.9% |
| 6M | +10.5% | +311.9% | -301.4% | +3.1% |
| YTD | +43.0% | +579.8% | -536.9% | +27.2% |
| 1Y | +18.9% | +2,421.5% | -2,402.7% | -7.6% |
| All | +31.0% | +2,620.5% | -2,589.5% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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