+18.4%
LNG vs S
+10.1%
+8.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.7% |
| 7D | -4.5% | +0.1% | -4.5% | -4.5% |
| 30D | +4.7% | -11.8% | +16.5% | +4.6% |
| 3M | +15.1% | +33.9% | -18.8% | +15.3% |
| 6M | +13.6% | +40.1% | -26.5% | +14.5% |
| YTD | +44.0% | +32.1% | +11.9% | +44.2% |
| 1Y | +18.4% | +11.0% | +7.3% | +19.2% |
| All | +18.4% | +10.1% | +8.3% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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