+67.3%
LNG vs PL
+455.3%
-388.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.4% | -11.0% | -0.9% |
| 7D | -15.9% | -6.8% | -9.0% | -15.7% |
| 30D | +2.1% | -29.3% | +31.4% | +3.2% |
| 3M | +4.8% | -44.8% | +49.6% | +6.6% |
| 6M | +6.8% | -68.4% | +75.2% | +10.3% |
| YTD | +44.0% | -36.4% | +80.4% | +43.5% |
| 1Y | +34.9% | +0.7% | +34.2% | +31.5% |
| 3Y | +67.3% | +455.3% | -388.0% | +45.8% |
| All | +67.3% | +455.3% | -388.0% | +45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling