+19.4%
LNG vs RF
+15.4%
+4.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.2% | -4.3% | -5.5% |
| 7D | -6.2% | +2.7% | -8.8% | -6.1% |
| 30D | +8.0% | -3.4% | +11.4% | +8.0% |
| 3M | +16.9% | +6.4% | +10.6% | +16.5% |
| 6M | +8.7% | +13.4% | -4.7% | +8.7% |
| YTD | +43.0% | +14.2% | +28.8% | +43.2% |
| 1Y | +19.4% | +15.7% | +3.7% | +20.0% |
| All | +19.4% | +15.4% | +4.0% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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