+86.4%
LNG vs RACE
+23.0%
+63.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +1.6% |
| 7D | +10.9% | -4.0% | +15.0% | +10.9% |
| 30D | +8.1% | +3.5% | +4.6% | +8.1% |
| 3M | +15.7% | -0.4% | +16.1% | +15.7% |
| 6M | +27.2% | +23.2% | +4.1% | +26.7% |
| YTD | +60.7% | +11.0% | +49.7% | +60.7% |
| 1Y | +46.3% | -2.2% | +48.5% | +48.1% |
| All | +86.4% | +23.0% | +63.4% | +87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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