+27.1%
LNG vs P
+28.5%
-1.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.4% | -0.7% | +3.6% |
| 7D | +4.5% | -4.7% | +9.2% | +4.6% |
| 30D | +8.0% | -31.4% | +39.5% | +7.9% |
| 3M | +15.0% | -2.6% | +17.6% | +15.6% |
| 6M | +27.1% | +21.9% | +5.1% | +29.8% |
| All | +27.1% | +28.5% | -1.4% | +29.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling