+85.9%
LNG vs PL
+536.4%
-450.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | +11.3% | +10.0% | +1.3% | +10.9% |
| 30D | +10.6% | -2.3% | +12.9% | +10.6% |
| 3M | +16.1% | -44.2% | +60.3% | +18.1% |
| 6M | +29.6% | -66.1% | +95.7% | +33.5% |
| YTD | +60.3% | -30.0% | +90.3% | +59.2% |
| 1Y | +46.1% | +21.0% | +25.1% | +41.2% |
| 3Y | +85.9% | +516.5% | -430.6% | +61.3% |
| All | +85.9% | +536.4% | -450.5% | +61.3% |
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