+77.1%
LNG vs PSA
+21.5%
+55.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -4.5% | -3.6% | -0.8% | -4.0% |
| 30D | +4.7% | -9.4% | +14.1% | +6.1% |
| 3M | +15.1% | -8.2% | +23.3% | +16.4% |
| 6M | +13.6% | -1.8% | +15.4% | +13.7% |
| YTD | +44.0% | +15.7% | +28.2% | +39.6% |
| 1Y | +18.4% | +6.3% | +12.1% | +16.6% |
| All | +77.1% | +21.5% | +55.6% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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