+33.3%
MELI vs LNG
+74.6%
-41.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | -4.1% | -4.7% | +0.6% | -3.6% |
| 30D | +3.8% | +3.8% | 0.0% | +3.4% |
| 3M | +17.8% | +16.2% | +1.7% | +15.9% |
| 6M | +7.4% | +11.7% | -4.3% | +4.9% |
| YTD | -5.8% | +44.2% | -50.0% | -13.0% |
| 1Y | -18.9% | +18.6% | -37.4% | -21.7% |
| 3Y | +33.3% | +77.4% | -44.1% | +20.5% |
| All | +33.3% | +74.6% | -41.2% | +20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling