+24.4%
LNG vs ZCMD
-99.9%
+124.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.2% | +0.4% |
| 7D | +3.4% | -8.0% | +11.4% | +3.5% |
| 30D | +14.9% | -27.9% | +42.8% | +15.0% |
| 3M | +21.4% | -74.6% | +96.0% | +20.9% |
| 6M | +17.8% | -99.5% | +117.3% | +21.2% |
| YTD | +51.3% | -99.7% | +151.0% | +56.4% |
| 1Y | +24.4% | -99.9% | +124.3% | +31.3% |
| All | +24.4% | -99.9% | +124.3% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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