-5.1%
MS vs LNG
+7.1%
-12.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.6% |
| 7D | -1.6% | -15.9% | +14.3% | -3.9% |
| 30D | -3.8% | +2.1% | -5.9% | -3.7% |
| 3M | -14.6% | +4.8% | -19.4% | -14.1% |
| 6M | -5.1% | +6.8% | -11.9% | -2.8% |
| All | -5.1% | +7.1% | -12.1% | -2.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling