+127.5%
PM vs LNG
+222.4%
-94.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.5% | +6.7% | +1.6% |
| 7D | -1.3% | -6.2% | +4.9% | -0.8% |
| 30D | -2.6% | +8.0% | -10.5% | -3.2% |
| 3M | +5.8% | +16.9% | -11.1% | +4.3% |
| 6M | +10.6% | +8.7% | +1.9% | +9.5% |
| YTD | +17.2% | +43.0% | -25.8% | +12.9% |
| 1Y | +17.6% | +19.4% | -1.8% | +15.3% |
| 3Y | +124.3% | +74.7% | +49.5% | +110.4% |
| All | +127.5% | +222.4% | -94.9% | +99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling