+19.1%
MA vs LNG
+45.3%
-26.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.8% | -3.5% | +0.3% |
| 7D | -1.8% | +4.5% | -6.3% | -1.8% |
| 30D | +11.0% | +8.0% | +3.0% | +10.6% |
| 3M | +17.9% | +15.0% | +2.9% | +17.7% |
| 6M | +33.2% | +27.1% | +6.1% | +33.6% |
| YTD | +16.5% | +58.1% | -41.6% | +18.5% |
| 1Y | +19.1% | +45.0% | -25.9% | +20.3% |
| All | +19.1% | +45.3% | -26.2% | +20.3% |
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 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