+5,387.7%
O vs LNG
+5,015.3%
+372.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -0.7% | +3.4% | -4.2% | -0.9% |
| 30D | -1.9% | +14.9% | -16.8% | -2.4% |
| 3M | +3.8% | +21.4% | -17.5% | +3.0% |
| 6M | -4.7% | +17.8% | -22.6% | -5.5% |
| YTD | +12.5% | +51.3% | -38.8% | +10.5% |
| 1Y | +10.8% | +24.4% | -13.6% | +9.7% |
| 3Y | +28.8% | +79.7% | -50.9% | +25.4% |
| 5Y | +13.2% | +241.3% | -228.1% | +7.2% |
| 10Y | +53.5% | +603.1% | -549.7% | +40.7% |
| All | +5,387.7% | +5,015.3% | +372.4% | +4,471.6% |
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