+71.9%
LNG vs P
+190.3%
-118.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.3% | -3.5% | +2.5% |
| 7D | -8.4% | -9.6% | +1.2% | -8.0% |
| 30D | +2.7% | -33.4% | +36.1% | +4.0% |
| 3M | +11.7% | +14.2% | -2.5% | +11.1% |
| 6M | +19.5% | +31.6% | -12.1% | +17.9% |
| YTD | +48.0% | +53.5% | -5.5% | +44.5% |
| 1Y | +38.4% | +14.2% | +24.2% | +36.9% |
| 3Y | +71.9% | +190.5% | -118.6% | +59.1% |
| All | +71.9% | +190.3% | -118.5% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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