+485.7%
LNG vs ZCMD
-100.0%
+585.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.7% |
| 7D | -4.5% | -2.0% | -2.4% | -4.5% |
| 30D | +4.7% | -19.8% | +24.5% | +4.8% |
| 3M | +15.1% | -62.1% | +77.2% | +14.2% |
| 6M | +13.6% | -99.5% | +113.0% | +17.6% |
| YTD | +44.0% | -99.7% | +143.7% | +50.2% |
| 1Y | +18.4% | -99.9% | +118.3% | +24.7% |
| 3Y | +75.9% | -100.0% | +175.8% | +93.6% |
| 5Y | +231.7% | -100.0% | +331.7% | +266.5% |
| All | +485.7% | -100.0% | +585.7% | +611.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling