+65.8%
MAR vs LNG
+74.3%
-8.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | -2.1% | -4.5% | +2.4% | -1.7% |
| 30D | -5.7% | +4.7% | -10.3% | -6.1% |
| 3M | -14.6% | +15.1% | -29.8% | -15.9% |
| 6M | +1.3% | +13.6% | -12.2% | -1.0% |
| YTD | +6.7% | +44.0% | -37.3% | -0.9% |
| 1Y | +26.4% | +18.4% | +8.1% | +22.4% |
| All | +65.8% | +74.3% | -8.5% | +47.3% |
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 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