-26.3%
LOW vs LNG
+19.2%
-45.4%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.2% |
| 7D | -3.7% | -4.7% | +0.9% | -4.7% |
| 30D | -8.9% | +3.8% | -12.7% | -8.0% |
| 3M | -10.4% | +16.2% | -26.6% | -7.3% |
| 6M | -19.4% | +11.7% | -31.1% | -17.9% |
| YTD | -17.1% | +44.2% | -61.3% | -17.7% |
| 1Y | -26.3% | +18.6% | -44.8% | -26.0% |
| All | -26.3% | +19.2% | -45.4% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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