+70.1%
MA vs LNG
+77.7%
-7.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | +0.1% |
| 7D | +1.8% | -5.5% | +7.3% | +2.4% |
| 30D | +11.8% | +5.7% | +6.1% | +10.7% |
| 3M | +17.2% | +10.7% | +6.4% | +15.2% |
| 6M | +33.4% | +23.1% | +10.3% | +29.1% |
| YTD | +16.1% | +52.4% | -36.3% | +6.9% |
| 1Y | +19.9% | +40.0% | -20.1% | +12.3% |
| 3Y | +70.1% | +76.0% | -6.0% | +56.2% |
| All | +70.1% | +77.7% | -7.6% | +56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling