-8.1%
MCD vs LNG
+45.3%
-53.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.8% | -6.4% | -2.3% |
| 7D | -1.9% | +4.5% | -6.4% | -1.6% |
| 30D | +16.6% | +8.0% | +8.6% | +16.9% |
| 3M | +0.9% | +15.0% | -14.0% | +1.7% |
| 6M | +1.5% | +27.1% | -25.6% | +3.5% |
| YTD | -8.3% | +58.1% | -66.4% | -3.5% |
| 1Y | -8.1% | +45.0% | -53.1% | -3.8% |
| All | -8.1% | +45.3% | -53.4% | -3.8% |
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 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