+3.7%
U vs LNG
+23.0%
-19.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -0.9% |
| 7D | -3.8% | +3.4% | -7.2% | -3.1% |
| 30D | +17.5% | +14.9% | +2.6% | +20.6% |
| 3M | +38.7% | +21.4% | +17.3% | +44.1% |
| 6M | +104.4% | +17.8% | +86.6% | +112.5% |
| YTD | -5.7% | +51.3% | -57.0% | +7.9% |
| 1Y | +3.7% | +24.4% | -20.8% | -0.1% |
| All | +3.7% | +23.0% | -19.4% | -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