+17.2%
MA vs LNG
+14.2%
+2.9%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | +0.3% |
| 7D | +1.8% | -5.5% | +7.3% | +1.9% |
| 30D | +11.8% | +5.7% | +6.1% | +8.6% |
| 3M | +17.2% | +10.7% | +6.4% | +12.4% |
| All | +17.2% | +14.2% | +2.9% | +12.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling