+19.4%
LNG vs PL
+131.1%
-111.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.7% | -3.8% | -5.5% |
| 7D | -6.2% | -7.5% | +1.4% | -6.1% |
| 30D | +8.0% | -25.6% | +33.6% | +8.1% |
| 3M | +16.9% | -45.6% | +62.5% | +17.5% |
| 6M | +8.7% | -29.5% | +38.2% | +8.2% |
| YTD | +43.0% | -9.7% | +52.7% | +41.6% |
| 1Y | +19.4% | +84.4% | -64.9% | +21.7% |
| All | +19.4% | +131.1% | -111.7% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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