+7,460.1%
LOW vs LNG
+1,108.8%
+6,351.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.5% | +3.7% | -1.6% |
| 7D | +0.4% | -6.2% | +6.5% | +0.6% |
| 30D | -10.1% | +8.0% | -18.1% | -10.4% |
| 3M | -2.9% | +16.9% | -19.8% | -3.4% |
| 6M | -19.4% | +8.7% | -28.1% | -19.8% |
| YTD | -15.4% | +43.0% | -58.4% | -16.7% |
| 1Y | -24.9% | +19.4% | -44.4% | -25.6% |
| 3Y | -7.8% | +74.7% | -82.5% | -9.9% |
| 5Y | +8.4% | +222.4% | -214.0% | +3.3% |
| 10Y | +226.8% | +532.2% | -305.4% | +203.4% |
| All | +7,460.1% | +1,108.8% | +6,351.2% | +5,951.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling