+26.8%
LNG vs Q
+75.3%
-48.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.3% | -7.8% | -5.3% |
| 7D | -6.2% | +6.7% | -12.9% | -5.8% |
| 30D | +8.0% | -10.6% | +18.6% | +7.3% |
| 3M | +16.9% | -14.6% | +31.5% | +15.9% |
| 6M | +8.7% | +12.1% | -3.4% | +8.6% |
| YTD | +43.0% | +51.3% | -8.3% | +42.6% |
| All | +26.8% | +75.3% | -48.5% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 all: compounded portfolio wealth divided by compounded Q 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…
all analysis · Full analysis span regression · 6 months rolling