+24.4%
LNG vs WAT
+41.4%
-17.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.3% |
| 7D | +3.4% | -1.3% | +4.7% | +3.2% |
| 30D | +14.9% | +2.3% | +12.5% | +15.3% |
| 3M | +21.4% | +8.7% | +12.6% | +23.0% |
| 6M | +17.8% | +28.3% | -10.5% | +22.6% |
| YTD | +51.3% | +7.8% | +43.5% | +55.1% |
| 1Y | +24.4% | +36.6% | -12.2% | +31.1% |
| All | +24.4% | +41.4% | -17.0% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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