+27.2%
LNG vs S
+39.7%
-12.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.3% | +7.9% | +2.1% |
| 7D | +10.9% | +4.1% | +6.9% | +10.5% |
| 30D | +8.1% | -7.2% | +15.3% | +8.6% |
| 3M | +15.7% | 0.0% | +15.7% | +16.1% |
| 6M | +27.2% | +41.6% | -14.4% | +23.0% |
| All | +27.2% | +39.7% | -12.4% | +23.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling