+42.1%
U vs LNG
+45.6%
-3.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.5% | +5.2% |
| 7D | +2.6% | +11.3% | -8.8% | +5.7% |
| 30D | +27.6% | +10.6% | +16.9% | +30.7% |
| 3M | +15.3% | +16.1% | -0.8% | +19.1% |
| 6M | +96.4% | +29.6% | +66.8% | +107.5% |
| YTD | +19.6% | +60.3% | -40.8% | +40.9% |
| 1Y | +42.1% | +46.1% | -4.0% | +59.7% |
| All | +42.1% | +45.6% | -3.5% | +59.7% |
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