+82.9%
LNG vs UMAC
+488.3%
-405.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.9% | +0.7% |
| 7D | -4.5% | -4.0% | -0.5% | -4.4% |
| 30D | +4.7% | -9.4% | +14.1% | +4.7% |
| 3M | +15.1% | +3.0% | +12.2% | +14.9% |
| 6M | +13.6% | +27.2% | -13.6% | +12.6% |
| YTD | +44.0% | +84.7% | -40.7% | +41.7% |
| 1Y | +18.4% | +136.5% | -118.1% | +15.8% |
| All | +82.9% | +488.3% | -405.3% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 all: compounded portfolio wealth divided by compounded UMAC 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…
all analysis · Full analysis span regression · 6 months rolling