-3.2%
MCD vs LNG
+42.8%
-46.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | +0.5% |
| 7D | +7.3% | -5.5% | +12.7% | +6.7% |
| 30D | +20.0% | +5.7% | +14.2% | +20.0% |
| 3M | +3.8% | +10.7% | -6.9% | +4.2% |
| 6M | +3.8% | +23.1% | -19.3% | +5.5% |
| YTD | -5.9% | +52.4% | -58.3% | -1.4% |
| 1Y | -3.2% | +40.0% | -43.3% | +1.2% |
| All | -3.2% | +42.8% | -46.0% | +1.2% |
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