+26.6%
LNG vs ZYBT
-58.9%
+85.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.2% |
| 7D | -4.7% | -3.7% | -1.0% | -4.7% |
| 30D | +3.8% | 0.0% | +3.8% | +3.8% |
| 3M | +16.2% | +72.2% | -56.1% | +15.0% |
| 6M | +11.7% | +103.1% | -91.5% | +9.7% |
| YTD | +44.2% | +34.8% | +9.4% | +42.3% |
| 1Y | +18.6% | -83.2% | +101.7% | +20.1% |
| All | +26.6% | -58.9% | +85.5% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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