+57.4%
MAR vs LNG
+42.0%
+15.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.2% | +8.2% | +1.0% |
| 7D | +7.7% | -1.9% | +9.7% | +7.3% |
| 30D | +19.4% | +6.2% | +13.2% | +20.4% |
| 3M | +23.3% | +13.7% | +9.6% | +26.4% |
| 6M | +22.8% | +7.5% | +15.3% | +24.2% |
| YTD | +37.8% | +51.3% | -13.5% | +43.3% |
| 1Y | +57.4% | +42.6% | +14.7% | +62.9% |
| All | +57.4% | +42.0% | +15.4% | +62.9% |
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