+37.3%
LNG vs UL
+2.1%
+35.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.2% | -5.4% | -4.1% |
| 7D | -12.3% | +5.5% | -17.8% | -11.6% |
| 30D | +1.6% | +11.4% | -9.8% | +3.3% |
| 3M | +10.0% | +6.0% | +4.0% | +11.0% |
| 6M | +4.2% | +18.0% | -13.8% | +7.3% |
| YTD | +44.8% | +6.2% | +38.6% | +44.8% |
| 1Y | +37.3% | +1.5% | +35.8% | +37.7% |
| All | +37.3% | +2.1% | +35.2% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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