+91.3%
META vs LNG
+86.1%
+5.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.5% | -0.9% |
| 7D | +3.1% | +10.9% | -7.9% | +2.4% |
| 30D | -18.2% | +8.1% | -26.3% | -18.7% |
| 3M | +7.8% | +15.7% | -7.9% | +6.8% |
| 6M | +3.6% | +27.2% | -23.6% | +2.0% |
| YTD | -5.3% | +60.7% | -66.0% | -12.4% |
| 1Y | +2.7% | +46.3% | -43.5% | -3.3% |
| All | +91.3% | +86.1% | +5.2% | +90.0% |
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