+10.1%
MMM vs LNG
+45.6%
-35.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.7% | -1.0% |
| 7D | -0.4% | +11.3% | -11.7% | +1.8% |
| 30D | +12.1% | +10.6% | +1.5% | +14.1% |
| 3M | +1.4% | +16.1% | -14.7% | +4.4% |
| 6M | +26.6% | +29.6% | -3.0% | +32.8% |
| YTD | +16.8% | +60.3% | -43.5% | +18.4% |
| 1Y | +10.1% | +46.1% | -36.0% | +10.8% |
| All | +10.1% | +45.6% | -35.6% | +10.8% |
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