+153.1%
MAR vs LNG
+229.3%
-76.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | -2.1% | -4.5% | +2.4% | -1.3% |
| 30D | -5.7% | +4.7% | -10.3% | -6.5% |
| 3M | -14.6% | +15.1% | -29.8% | -17.1% |
| 6M | +1.3% | +13.6% | -12.2% | -2.1% |
| YTD | +6.7% | +44.0% | -37.3% | -2.7% |
| 1Y | +26.4% | +18.4% | +8.1% | +20.7% |
| 3Y | +64.7% | +75.9% | -11.1% | +41.1% |
| 5Y | +153.1% | +231.7% | -78.6% | +73.8% |
| All | +153.1% | +229.3% | -76.2% | +73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling