-16.3%
NOW vs LNG
+64.7%
-81.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -3.0% | -15.9% | +12.9% | -1.9% |
| 30D | -26.0% | +2.1% | -28.2% | -27.1% |
| 3M | -13.1% | +4.8% | -17.9% | -14.8% |
| 6M | +14.5% | +6.8% | +7.7% | +11.4% |
| YTD | -33.4% | +44.0% | -77.4% | -40.6% |
| 1Y | -40.6% | +34.9% | -75.6% | -46.0% |
| 3Y | -16.3% | +67.3% | -83.6% | -22.4% |
| All | -16.3% | +64.7% | -81.0% | -22.4% |
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