-16.8%
MCD vs LNG
+18.8%
-35.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.9% | -6.7% | +3.9% | -3.3% |
| 30D | -6.7% | +3.9% | -10.6% | -6.4% |
| 3M | -9.6% | +15.5% | -25.1% | -8.2% |
| 6M | -22.3% | +10.5% | -32.8% | -21.5% |
| YTD | -15.4% | +43.0% | -58.4% | -13.2% |
| 1Y | -16.8% | +18.9% | -35.7% | -13.7% |
| All | -16.8% | +18.8% | -35.6% | -13.7% |
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 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