+77.1%
LNG vs RUN
-38.5%
+115.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +0.7% |
| 7D | -4.5% | -3.4% | -1.1% | -4.5% |
| 30D | +4.7% | -14.0% | +18.6% | +4.7% |
| 3M | +15.1% | -27.5% | +42.6% | +15.1% |
| 6M | +13.6% | -29.0% | +42.5% | +13.4% |
| YTD | +44.0% | -53.1% | +97.0% | +44.4% |
| 1Y | +18.4% | -46.7% | +65.1% | +18.3% |
| All | +77.1% | -38.5% | +115.6% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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