+46.1%
LNG vs REPL
+144.6%
-98.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | +11.3% | +1.2% | +10.1% | +11.3% |
| 30D | +10.6% | +92.2% | -81.5% | +10.4% |
| 3M | +16.1% | +44.1% | -28.0% | +16.0% |
| 6M | +29.6% | +313.0% | -283.5% | +30.4% |
| YTD | +60.3% | +125.2% | -64.9% | +58.8% |
| 1Y | +46.1% | +143.8% | -97.7% | +43.9% |
| All | +46.1% | +144.6% | -98.5% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling