+42.6%
LNG vs WAT
+32.9%
+9.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.7% | -7.8% | -5.9% |
| 7D | -1.9% | -1.9% | 0.0% | -2.2% |
| 30D | +6.2% | +6.2% | 0.0% | +7.2% |
| 3M | +13.7% | +18.1% | -4.3% | +16.6% |
| 6M | +7.5% | +54.9% | -47.4% | +14.6% |
| YTD | +51.3% | +23.1% | +28.2% | +58.6% |
| 1Y | +42.6% | +27.3% | +15.3% | +50.8% |
| All | +42.6% | +32.9% | +9.7% | +50.8% |
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