+18.4%
U vs LNG
+42.0%
-23.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -6.2% | +11.0% | +3.6% |
| 7D | +7.5% | -1.9% | +9.4% | +6.9% |
| 30D | -7.0% | +6.2% | -13.3% | -6.1% |
| 3M | +20.6% | +13.7% | +6.8% | +23.1% |
| 6M | +53.2% | +7.5% | +45.7% | +55.3% |
| YTD | -3.9% | +51.3% | -55.2% | +12.2% |
| 1Y | +18.4% | +42.6% | -24.3% | +28.0% |
| All | +18.4% | +42.0% | -23.6% | +28.0% |
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