+85.9%
LNG vs RF
+119.8%
-33.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.5% | -0.5% |
| 7D | +11.3% | +1.9% | +9.4% | +10.9% |
| 30D | +10.6% | +7.3% | +3.3% | +8.9% |
| 3M | +16.1% | -7.9% | +24.0% | +18.1% |
| 6M | +29.6% | +10.5% | +19.0% | +26.1% |
| YTD | +60.3% | +9.6% | +50.7% | +55.7% |
| 1Y | +46.1% | +20.3% | +25.8% | +38.0% |
| 3Y | +85.9% | +119.5% | -33.6% | +56.6% |
| All | +85.9% | +119.8% | -33.9% | +56.6% |
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