+107.3%
META vs LNG
+82.1%
+25.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | +6.7% | +3.4% | +3.3% | +6.6% |
| 30D | +4.8% | +14.9% | -10.1% | +4.1% |
| 3M | -1.6% | +21.4% | -23.0% | -2.7% |
| 6M | -7.5% | +17.8% | -25.3% | -9.5% |
| YTD | -6.4% | +51.3% | -57.7% | -12.6% |
| 1Y | -17.3% | +24.4% | -41.8% | -20.0% |
| All | +107.3% | +82.1% | +25.1% | +101.0% |
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