+77.1%
LNG vs UL
+19.9%
+57.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.7% |
| 7D | -4.5% | -4.1% | -0.4% | -4.5% |
| 30D | +4.7% | -1.2% | +5.9% | +4.7% |
| 3M | +15.1% | +6.0% | +9.2% | +15.1% |
| 6M | +13.6% | -5.5% | +19.0% | +14.1% |
| YTD | +44.0% | -3.3% | +47.3% | +43.8% |
| 1Y | +18.4% | -9.8% | +28.2% | +19.2% |
| All | +77.1% | +19.9% | +57.2% | +65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling