+26.2%
MAR vs LNG
+23.0%
+3.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.2% |
| 7D | -4.2% | +3.4% | -7.6% | -3.6% |
| 30D | -6.7% | +14.9% | -21.5% | -4.4% |
| 3M | -12.5% | +21.4% | -33.9% | -9.5% |
| 6M | +0.6% | +17.8% | -17.2% | +2.4% |
| YTD | +9.1% | +51.3% | -42.2% | +9.9% |
| 1Y | +26.2% | +24.4% | +1.8% | +29.6% |
| All | +26.2% | +23.0% | +3.2% | +29.6% |
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