+40.0%
LNG vs PL
+7.9%
+32.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.0% |
| 7D | -5.5% | +5.6% | -11.1% | -5.6% |
| 30D | +5.7% | -16.9% | +22.7% | +5.6% |
| 3M | +10.7% | -38.2% | +48.9% | +10.6% |
| 6M | +23.1% | -63.4% | +86.5% | +23.5% |
| YTD | +52.4% | -27.6% | +80.0% | +51.6% |
| 1Y | +40.0% | +6.6% | +33.5% | +40.2% |
| All | +40.0% | +7.9% | +32.2% | +40.2% |
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