+2,439.3%
MAR vs LNG
+6,179.7%
-3,740.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.5% | +3.2% | -1.8% |
| 7D | -1.7% | -6.2% | +4.4% | -1.1% |
| 30D | -6.9% | +8.0% | -14.9% | -7.6% |
| 3M | -15.8% | +16.9% | -32.7% | -17.2% |
| 6M | +1.9% | +8.7% | -6.7% | +0.8% |
| YTD | +6.6% | +43.0% | -36.4% | +2.6% |
| 1Y | +23.7% | +19.4% | +4.2% | +21.0% |
| 3Y | +64.6% | +74.7% | -10.1% | +54.8% |
| 5Y | +156.4% | +222.4% | -66.1% | +126.4% |
| 10Y | +415.4% | +532.2% | -116.8% | +327.5% |
| All | +2,439.3% | +6,179.7% | -3,740.4% | +1,141.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling