+0.8%
META vs LNG
+42.0%
-41.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.2% | +7.6% | +0.6% |
| 7D | +2.9% | -1.9% | +4.8% | +2.8% |
| 30D | -15.1% | +6.2% | -21.3% | -13.9% |
| 3M | +7.2% | +13.7% | -6.5% | +10.7% |
| 6M | +3.4% | +7.5% | -4.1% | +5.4% |
| YTD | -4.3% | +51.3% | -55.6% | -6.1% |
| 1Y | +0.8% | +42.6% | -41.9% | -0.9% |
| All | +0.8% | +42.0% | -41.2% | -0.9% |
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