+96.8%
META vs LNG
+85.6%
+11.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +2.9% |
| 7D | +5.2% | +11.3% | -6.2% | +4.4% |
| 30D | -13.0% | +10.6% | -23.6% | -13.6% |
| 3M | +7.9% | +16.1% | -8.2% | +6.9% |
| 6M | +4.2% | +29.6% | -25.3% | +2.4% |
| YTD | -2.5% | +60.3% | -62.9% | -9.9% |
| 1Y | +5.6% | +46.1% | -40.5% | -0.6% |
| 3Y | +96.8% | +85.9% | +10.9% | +95.5% |
| All | +96.8% | +85.6% | +11.1% | +95.5% |
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