+67.3%
LNG vs RF
+104.8%
-37.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -15.9% | -0.9% | -14.9% | -15.7% |
| 30D | +2.1% | +6.0% | -3.9% | +0.8% |
| 3M | +4.8% | -8.9% | +13.7% | +6.8% |
| 6M | +6.8% | +2.3% | +4.5% | +5.8% |
| YTD | +44.0% | +7.6% | +36.5% | +40.4% |
| 1Y | +34.9% | +21.2% | +13.8% | +27.0% |
| 3Y | +67.3% | +108.5% | -41.2% | +42.9% |
| All | +67.3% | +104.8% | -37.5% | +42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling