+4.3%
O vs LNG
+19.2%
-14.9%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -2.9% | -4.7% | +1.8% | -2.5% |
| 30D | -4.5% | +3.8% | -8.3% | -4.9% |
| 3M | -2.6% | +16.2% | -18.8% | -4.4% |
| 6M | -5.6% | +11.7% | -17.3% | -7.7% |
| YTD | +9.3% | +44.2% | -34.9% | -0.3% |
| 1Y | +4.3% | +18.6% | -14.3% | -0.1% |
| All | +4.3% | +19.2% | -14.9% | -0.1% |
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