+6.8%
LNG vs PL
-66.1%
+72.9%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.4% | -11.0% | -0.7% |
| 7D | -15.9% | -6.8% | -9.0% | -15.8% |
| 30D | +2.1% | -29.3% | +31.4% | +1.8% |
| 3M | +4.8% | -44.8% | +49.6% | +3.9% |
| 6M | +6.8% | -68.4% | +75.2% | +6.1% |
| All | +6.8% | -66.1% | +72.9% | +6.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling