+5,221.5%
O vs LNG
+5,320.9%
-99.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -0.4% | +11.3% | -11.7% | -0.8% |
| 30D | +7.1% | +10.6% | -3.5% | +6.6% |
| 3M | -5.2% | +16.1% | -21.4% | -5.9% |
| 6M | -1.8% | +29.6% | -31.3% | -2.9% |
| YTD | +9.1% | +60.3% | -51.3% | +6.9% |
| 1Y | +9.7% | +46.1% | -36.4% | +7.9% |
| 3Y | +39.1% | +85.9% | -46.8% | +35.3% |
| 5Y | +8.4% | +210.8% | -202.5% | +2.9% |
| 10Y | +80.2% | +808.8% | -728.6% | +63.7% |
| All | +5,221.5% | +5,320.9% | -99.5% | +4,320.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling